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% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'660 CHF | 258'722 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'581 CHF | 258'631 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'348 CHF | 258'398 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'910 CHF | 257'960 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'696 CHF | 257'746 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'843 CHF | 257'893 CHF | 99.24% | 99.24% |
05.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'926 CHF | 257'976 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'693 CHF | 257'743 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'025 CHF | 257'075 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'751 CHF | 256'801 CHF | 100.00% | 100.00% |