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% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'376 CHF | 258'435 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'940 CHF | 259'012 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'000 CHF | 259'071 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'033 CHF | 259'102 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.84 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'134 CHF | 259'209 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.95 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'415 CHF | 259'489 CHF | 99.27% | 99.27% |
05.07.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'908 CHF | 258'977 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'261 CHF | 259'336 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'161 CHF | 259'234 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'670 CHF | 257'720 CHF | 100.00% | 100.00% |