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% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'815 CHF | 257'865 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'620 CHF | 257'670 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'685 CHF | 257'735 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'811 CHF | 256'861 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'173 CHF | 257'223 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'930 CHF | 256'980 CHF | 99.70% | 99.70% |
05.07.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'595 CHF | 257'645 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'340 CHF | 257'390 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'616 CHF | 256'666 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'473 CHF | 255'504 CHF | 100.00% | 100.00% |