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% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'159 CHF | 258'209 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'625 CHF | 257'675 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'394 CHF | 257'444 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'019 CHF | 257'069 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'153 CHF | 257'203 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'098 CHF | 257'148 CHF | 99.09% | 99.09% |
05.07.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'005 CHF | 257'055 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'628 CHF | 256'678 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'321 CHF | 256'365 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'799 CHF | 254'824 CHF | 100.00% | 100.00% |