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% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'146 CHF | 258'196 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'202 CHF | 258'252 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'072 CHF | 258'122 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'724 CHF | 257'774 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'738 CHF | 257'788 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'866 CHF | 257'916 CHF | 99.56% | 99.56% |
05.07.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'697 CHF | 257'747 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'974 CHF | 257'024 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'579 CHF | 255'611 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'679 CHF | 253'703 CHF | 100.00% | 100.00% |