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% | 105.74 % | 106.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'837 CHF | 266'962 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.92 % | 106.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'536 CHF | 266'662 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.64 % | 106.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'066 CHF | 266'191 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.33 % | 106.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'922 CHF | 265'026 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.09 % | 105.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'017 CHF | 265'130 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.14 % | 105.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'765 CHF | 264'869 CHF | 99.14% | 99.14% |
05.07.2024 | 0.80% | 104.99 % | 105.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'841 CHF | 264'944 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.11 % | 105.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'676 CHF | 264'776 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.96 % | 105.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'399 CHF | 264'499 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 104.88 % | 105.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'850 CHF | 263'950 CHF | 100.00% | 100.00% |