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% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'500 CHF | 257'550 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'700 CHF | 257'750 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'675 CHF | 257'725 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'623 CHF | 257'673 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'600 CHF | 257'650 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'560 CHF | 257'610 CHF | 99.48% | 99.48% |
05.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'435 CHF | 257'485 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'343 CHF | 257'393 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'005 CHF | 257'055 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'462 CHF | 256'512 CHF | 100.00% | 100.00% |