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% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'225 CHF | 259'300 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'176 CHF | 259'251 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'108 CHF | 259'183 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'930 CHF | 259'005 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'862 CHF | 258'936 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'756 CHF | 258'809 CHF | 99.31% | 99.31% |
05.07.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'756 CHF | 258'820 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'387 CHF | 258'437 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'355 CHF | 258'405 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'107 CHF | 258'157 CHF | 100.00% | 100.00% |