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% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'275 CHF | 258'325 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'273 CHF | 258'323 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'243 CHF | 258'293 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'176 CHF | 258'226 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'121 CHF | 258'171 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'046 CHF | 258'096 CHF | 99.87% | 99.87% |
05.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'947 CHF | 257'997 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'936 CHF | 257'986 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'733 CHF | 257'783 CHF | 99.63% | 99.63% |
02.07.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'732 CHF | 257'782 CHF | 100.00% | 100.00% |