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% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'717 CHF | 259'792 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.95 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'675 CHF | 258'730 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'170 CHF | 258'220 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'858 CHF | 257'908 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'316 CHF | 257'366 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'978 CHF | 258'028 CHF | 99.40% | 99.40% |
05.07.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'750 CHF | 257'800 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'110 CHF | 257'160 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'649 CHF | 257'699 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'611 CHF | 257'661 CHF | 100.00% | 100.00% |