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% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'234 CHF | 259'309 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'143 CHF | 259'218 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'063 CHF | 259'138 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'846 CHF | 258'918 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'585 CHF | 258'640 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'804 CHF | 258'867 CHF | 99.72% | 99.72% |
05.07.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'721 CHF | 258'776 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'739 CHF | 258'791 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'605 CHF | 258'655 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'233 CHF | 258'283 CHF | 100.00% | 100.00% |