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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'615 CHF | 259'690 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'186 CHF | 259'261 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'775 CHF | 257'825 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'696 CHF | 257'746 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'311 CHF | 257'361 CHF | 99.16% | 99.16% |
05.07.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'328 CHF | 257'378 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'160 CHF | 257'210 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'977 CHF | 257'027 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'051 CHF | 257'101 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'580 CHF | 257'630 CHF | 100.00% | 100.00% |