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% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'525 CHF | 258'575 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'736 CHF | 257'786 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'386 CHF | 258'436 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'439 CHF | 258'489 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'367 CHF | 258'417 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'238 CHF | 258'288 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'262 CHF | 258'312 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'113 CHF | 258'163 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'126 CHF | 258'176 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'069 CHF | 257'119 CHF | 100.00% | 100.00% |