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% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'184 CHF | 257'234 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'909 CHF | 256'959 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'535 CHF | 257'585 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'632 CHF | 257'682 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'763 CHF | 257'813 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'710 CHF | 257'760 CHF | 99.18% | 99.18% |
05.07.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'654 CHF | 257'704 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'344 CHF | 257'394 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'249 CHF | 257'299 CHF | 99.71% | 99.71% |
02.07.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'857 CHF | 256'907 CHF | 100.00% | 100.00% |