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% | 102.60 % | 103.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'500 CHF | 258'550 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'475 CHF | 258'525 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'450 CHF | 258'500 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'425 CHF | 258'475 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'425 CHF | 258'475 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'400 CHF | 258'450 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'400 CHF | 258'450 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'375 CHF | 258'425 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'350 CHF | 258'400 CHF | 99.62% | 99.62% |
02.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'325 CHF | 258'375 CHF | 100.00% | 100.00% |