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% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'491 CHF | 258'547 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'274 CHF | 258'324 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'249 CHF | 258'299 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'954 CHF | 258'004 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'889 CHF | 257'939 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'021 CHF | 258'071 CHF | 99.11% | 99.11% |
05.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'922 CHF | 257'972 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'827 CHF | 257'877 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'751 CHF | 257'801 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'724 CHF | 257'774 CHF | 100.00% | 100.00% |