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% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'890 CHF | 257'940 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'141 CHF | 257'191 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'379 CHF | 257'429 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'626 CHF | 257'676 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'390 CHF | 257'440 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'204 CHF | 257'254 CHF | 99.33% | 99.33% |
05.07.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'381 CHF | 256'427 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'012 CHF | 255'038 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'427 CHF | 255'454 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'882 CHF | 254'907 CHF | 100.00% | 100.00% |