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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'911 CHF | 259'986 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.16 % | 103.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'826 CHF | 259'901 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'716 CHF | 259'791 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'680 CHF | 259'755 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'712 CHF | 259'786 CHF | 99.18% | 99.18% |
05.07.2024 | 0.80% | 103.07 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'666 CHF | 259'741 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'579 CHF | 259'654 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'436 CHF | 259'511 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'409 CHF | 259'484 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'546 CHF | 259'621 CHF | 100.00% | 100.00% |