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% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'180 CHF | 258'230 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'195 CHF | 258'245 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'606 CHF | 257'656 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'075 CHF | 257'125 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'733 CHF | 256'783 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'763 CHF | 256'813 CHF | 98.99% | 98.99% |
05.07.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'753 CHF | 256'803 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'866 CHF | 255'915 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'505 CHF | 255'539 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'914 CHF | 254'939 CHF | 100.00% | 100.00% |