Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'122 CHF | 259'194 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'787 CHF | 258'848 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'390 CHF | 258'440 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'210 CHF | 257'260 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'088 CHF | 257'138 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'761 CHF | 256'811 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'694 CHF | 256'744 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'399 CHF | 256'449 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'525 CHF | 256'575 CHF | 99.87% | 99.87% |
02.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'630 CHF | 256'680 CHF | 100.00% | 100.00% |