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 | 256'977 CHF | 259'052 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'885 CHF | 258'960 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'758 CHF | 258'813 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'508 CHF | 258'558 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'346 CHF | 258'396 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'300 CHF | 258'350 CHF | 99.48% | 99.48% |
05.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'900 CHF | 257'950 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'896 CHF | 257'946 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'758 CHF | 257'808 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'012 CHF | 257'062 CHF | 100.00% | 100.00% |