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% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'264 CHF | 259'339 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'940 CHF | 259'015 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'919 CHF | 258'994 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'540 CHF | 258'590 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'155 CHF | 258'205 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'362 CHF | 258'412 CHF | 99.10% | 99.10% |
05.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'792 CHF | 257'842 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'600 CHF | 257'650 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'328 CHF | 257'378 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'701 CHF | 256'751 CHF | 100.00% | 100.00% |