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% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'818 CHF | 259'893 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.95 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'084 CHF | 259'158 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'850 CHF | 259'925 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.15 % | 103.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'417 CHF | 259'492 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'734 CHF | 259'809 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.07 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'717 CHF | 259'792 CHF | 99.18% | 99.18% |
05.07.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'463 CHF | 259'538 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'245 CHF | 259'319 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'171 CHF | 259'246 CHF | 99.89% | 99.89% |
02.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'638 CHF | 258'693 CHF | 100.00% | 100.00% |