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% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'253 CHF | 258'303 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'159 CHF | 258'209 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'735 CHF | 257'785 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'191 CHF | 257'241 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'294 CHF | 257'344 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'952 CHF | 257'002 CHF | 99.44% | 99.44% |
05.07.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'003 CHF | 257'053 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'743 CHF | 256'793 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'752 CHF | 256'802 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'337 CHF | 256'387 CHF | 100.00% | 100.00% |