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% | 104.27 % | 105.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'786 CHF | 262'880 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'684 CHF | 260'759 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'151 CHF | 259'222 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'688 CHF | 256'738 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'626 CHF | 255'663 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'357 CHF | 254'382 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'079 CHF | 255'104 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'789 CHF | 253'814 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'235 CHF | 255'260 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'386 CHF | 255'412 CHF | 100.00% | 100.00% |