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% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'679 CHF | 258'737 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'745 CHF | 258'807 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'009 CHF | 259'084 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'667 CHF | 258'717 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'604 CHF | 258'654 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'542 CHF | 258'592 CHF | 99.78% | 99.78% |
05.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'931 CHF | 259'006 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'175 CHF | 259'250 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'002 CHF | 259'072 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'445 CHF | 258'495 CHF | 100.00% | 100.00% |