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% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'893 CHF | 256'943 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'141 CHF | 257'191 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'301 CHF | 257'351 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'087 CHF | 256'134 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'594 CHF | 255'627 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'297 CHF | 255'324 CHF | 99.74% | 99.74% |