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% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'751 CHF | 259'826 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.94 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'318 CHF | 259'393 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'223 CHF | 259'298 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'493 CHF | 258'545 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'199 CHF | 258'249 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'022 CHF | 258'072 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'928 CHF | 257'978 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'742 CHF | 257'792 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'602 CHF | 257'652 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'893 CHF | 257'943 CHF | 100.00% | 100.00% |