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% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'347 CHF | 258'403 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'020 CHF | 259'095 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'481 CHF | 258'534 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'712 CHF | 257'762 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'810 CHF | 257'860 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'077 CHF | 258'127 CHF | 99.10% | 99.10% |
05.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'226 CHF | 258'276 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'635 CHF | 257'685 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'623 CHF | 256'673 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'259 CHF | 256'309 CHF | 100.00% | 100.00% |