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% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'025 CHF | 259'100 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'025 CHF | 259'100 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'025 CHF | 259'100 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'000 CHF | 259'075 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'975 CHF | 259'050 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'975 CHF | 259'050 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'975 CHF | 259'050 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'950 CHF | 259'025 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'925 CHF | 259'000 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'900 CHF | 258'975 CHF | 100.00% | 100.00% |