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% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'925 CHF | 257'975 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'879 CHF | 257'929 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'819 CHF | 257'869 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'694 CHF | 257'744 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'622 CHF | 257'672 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'441 CHF | 257'491 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'361 CHF | 257'411 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'384 CHF | 257'434 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'233 CHF | 257'283 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'773 CHF | 256'823 CHF | 100.00% | 100.00% |