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% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'490 CHF | 257'540 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'016 CHF | 258'066 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'829 CHF | 257'879 CHF | 25.69% | 25.69% |
10.07.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'277 CHF | 257'327 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'342 CHF | 257'392 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'336 CHF | 257'386 CHF | 99.89% | 99.89% |
05.07.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'415 CHF | 257'465 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'429 CHF | 257'479 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'409 CHF | 257'459 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'245 CHF | 257'295 CHF | 100.00% | 100.00% |