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% | 103.70 % | 104.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'336 CHF | 261'411 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'457 CHF | 260'532 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'861 CHF | 260'936 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.54 % | 104.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'015 CHF | 261'090 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'340 CHF | 260'415 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.23 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'161 CHF | 260'236 CHF | 99.83% | 99.83% |
05.07.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'881 CHF | 259'956 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.73 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'698 CHF | 258'755 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'868 CHF | 258'925 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'862 CHF | 256'911 CHF | 100.00% | 100.00% |