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% | 103.76 % | 104.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'123 CHF | 263'220 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.25 % | 105.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'395 CHF | 262'495 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.50 % | 104.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'968 CHF | 261'043 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.84 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'526 CHF | 257'577 CHF | 99.99% | 99.99% |
09.07.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'612 CHF | 257'662 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'809 CHF | 256'857 CHF | 99.32% | 99.32% |
05.07.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'101 CHF | 257'151 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'413 CHF | 256'462 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'664 CHF | 256'714 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'023 CHF | 256'064 CHF | 100.00% | 100.00% |