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% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'352 CHF | 258'403 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'062 CHF | 258'112 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'470 CHF | 258'520 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'013 CHF | 258'063 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'079 CHF | 258'129 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.66 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'678 CHF | 258'737 CHF | 99.18% | 99.18% |
05.07.2024 | 0.80% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'767 CHF | 258'825 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'329 CHF | 258'379 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'775 CHF | 257'825 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'942 CHF | 256'992 CHF | 100.00% | 100.00% |