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% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'066 CHF | 260'141 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.19 % | 104.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'599 CHF | 259'674 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.92 % | 103.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'211 CHF | 259'286 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'526 CHF | 258'580 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'112 CHF | 258'162 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'372 CHF | 258'422 CHF | 99.15% | 99.15% |
05.07.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'594 CHF | 258'646 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'071 CHF | 258'121 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'808 CHF | 256'858 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'995 CHF | 256'039 CHF | 100.00% | 100.00% |