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% | 103.12 % | 103.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'903 CHF | 259'978 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.04 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'650 CHF | 259'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'515 CHF | 259'590 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'308 CHF | 259'383 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'287 CHF | 259'362 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'188 CHF | 259'263 CHF | 99.57% | 99.57% |
05.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'110 CHF | 259'185 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'078 CHF | 259'153 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.84 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'085 CHF | 259'160 CHF | 99.89% | 99.89% |
02.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'826 CHF | 258'897 CHF | 100.00% | 100.00% |