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 | 256'935 CHF | 258'995 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'562 CHF | 259'637 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'272 CHF | 259'347 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'032 CHF | 259'106 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'976 CHF | 259'051 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'694 CHF | 258'752 CHF | 99.54% | 99.54% |
05.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'304 CHF | 258'354 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'049 CHF | 258'099 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'217 CHF | 257'267 CHF | 99.89% | 99.89% |
02.07.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'589 CHF | 256'639 CHF | 100.00% | 100.00% |