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% | 103.78 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'829 CHF | 261'917 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.84 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'737 CHF | 259'813 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'181 CHF | 260'256 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'166 CHF | 258'218 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'761 CHF | 257'811 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'060 CHF | 254'089 CHF | 99.55% | 99.55% |
05.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'302 CHF | 252'308 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'144 CHF | 252'144 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'678 CHF | 253'703 CHF | 99.73% | 99.73% |
02.07.2024 | 0.81% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'231 CHF | 248'231 CHF | 87.95% | 87.95% |