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% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'950 CHF | 259'025 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'125 CHF | 259'200 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.84 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'100 CHF | 259'175 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'075 CHF | 259'150 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'075 CHF | 259'150 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'050 CHF | 259'125 CHF | 99.71% | 99.71% |
05.07.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'000 CHF | 259'075 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'955 CHF | 259'030 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'704 CHF | 258'758 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'657 CHF | 258'710 CHF | 100.00% | 100.00% |