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% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'461 CHF | 257'511 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'766 CHF | 256'816 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'718 CHF | 256'768 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'258 CHF | 256'308 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'586 CHF | 256'636 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'764 CHF | 256'814 CHF | 99.79% | 99.79% |
05.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'625 CHF | 256'675 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'300 CHF | 256'350 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'945 CHF | 255'993 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'205 CHF | 255'230 CHF | 100.00% | 100.00% |