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% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'722 CHF | 259'797 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.34 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'080 CHF | 260'155 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.19 % | 104.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'364 CHF | 259'439 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'504 CHF | 258'562 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'953 CHF | 258'003 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'066 CHF | 259'133 CHF | 99.80% | 99.80% |
05.07.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'298 CHF | 260'373 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.58 % | 104.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'066 CHF | 261'145 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.01 % | 104.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'453 CHF | 261'529 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'153 CHF | 260'227 CHF | 100.00% | 100.00% |