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% | 102.11 % | 102.93 % | 250'000 | 150'000 | 250'000 | 214'474 | 255'037 CHF | 220'554 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'888 CHF | 256'938 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'164 CHF | 259'236 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'339 CHF | 258'391 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'150 CHF | 258'200 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.00 % | 102.82 % | 245'000 | 250'000 | 248'144 | 250'000 | 254'084 CHF | 258'034 CHF | 99.27% | 99.27% |
05.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'168 CHF | 255'197 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'705 CHF | 254'730 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'593 CHF | 256'642 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'812 CHF | 255'858 CHF | 100.00% | 100.00% |