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% | 104.82 % | 105.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'179 CHF | 265'294 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.87 % | 105.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'968 CHF | 264'068 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.39 % | 105.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'517 CHF | 263'617 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 104.07 % | 104.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'950 CHF | 261'026 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'260 CHF | 260'335 CHF | 99.99% | 99.99% |
08.07.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'547 CHF | 258'607 CHF | 99.28% | 99.28% |
05.07.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'760 CHF | 257'810 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'479 CHF | 257'529 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'143 CHF | 257'193 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'732 CHF | 257'783 CHF | 100.00% | 100.00% |