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% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'268 CHF | 260'343 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.16 % | 103.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'744 CHF | 259'819 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'450 CHF | 259'525 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.92 % | 103.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'067 CHF | 259'142 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'692 CHF | 258'746 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'767 CHF | 258'826 CHF | 99.78% | 99.78% |
05.07.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'656 CHF | 258'706 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'196 CHF | 258'246 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'052 CHF | 258'102 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'801 CHF | 257'851 CHF | 100.00% | 100.00% |