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% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'727 CHF | 257'777 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'310 CHF | 257'360 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'992 CHF | 257'042 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'623 CHF | 256'673 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'104 CHF | 257'154 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'595 CHF | 257'645 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'028 CHF | 257'078 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'696 CHF | 256'746 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'545 CHF | 256'595 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'631 CHF | 254'656 CHF | 100.00% | 100.00% |