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% | 102.73 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'602 CHF | 258'658 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'390 CHF | 258'440 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'272 CHF | 258'322 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'996 CHF | 258'046 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'558 CHF | 257'608 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'940 CHF | 257'990 CHF | 99.17% | 99.17% |
05.07.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'632 CHF | 257'682 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'569 CHF | 257'619 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'457 CHF | 257'507 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'883 CHF | 256'933 CHF | 100.00% | 100.00% |