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% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'185 CHF | 259'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'083 CHF | 259'157 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'153 CHF | 259'228 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'952 CHF | 259'027 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'092 CHF | 259'167 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'211 CHF | 259'286 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'983 CHF | 259'058 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'664 CHF | 258'716 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'389 CHF | 258'439 CHF | 99.63% | 99.63% |
02.07.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'090 CHF | 258'140 CHF | 100.00% | 100.00% |