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% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'259 CHF | 259'334 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'945 CHF | 259'020 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'816 CHF | 258'890 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'520 CHF | 258'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'381 CHF | 258'431 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'330 CHF | 258'380 CHF | 99.27% | 99.27% |
05.07.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'047 CHF | 258'097 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'129 CHF | 258'179 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'808 CHF | 257'858 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'581 CHF | 257'631 CHF | 100.00% | 100.00% |