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% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'331 CHF | 260'406 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.33 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'348 CHF | 260'423 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'006 CHF | 260'081 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'061 CHF | 259'136 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'908 CHF | 258'977 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'489 CHF | 258'539 CHF | 99.50% | 99.50% |
05.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'699 CHF | 258'753 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'487 CHF | 258'537 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'399 CHF | 258'450 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'008 CHF | 258'058 CHF | 100.00% | 100.00% |