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% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'279 CHF | 257'329 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'376 CHF | 257'426 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'445 CHF | 257'495 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'242 CHF | 257'292 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'043 CHF | 257'093 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'012 CHF | 257'062 CHF | 99.66% | 99.66% |
05.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'139 CHF | 257'189 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'873 CHF | 256'923 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'404 CHF | 257'454 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'641 CHF | 256'691 CHF | 100.00% | 100.00% |