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% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'679 CHF | 258'734 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'525 CHF | 258'575 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'571 CHF | 258'621 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'972 CHF | 258'022 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'749 CHF | 257'799 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'989 CHF | 258'039 CHF | 99.48% | 99.48% |
05.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'778 CHF | 257'828 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'605 CHF | 257'655 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'274 CHF | 257'324 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'725 CHF | 256'775 CHF | 100.00% | 100.00% |