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% | 106.09 % | 106.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'374 CHF | 267'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.89 % | 106.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'367 CHF | 266'492 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.41 % | 106.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'340 CHF | 265'463 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.00 % | 105.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'379 CHF | 263'479 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.16 % | 105.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'916 CHF | 263'016 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.02 % | 104.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'136 CHF | 262'232 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 103.97 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'788 CHF | 262'886 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.97 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'415 CHF | 261'495 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.43 % | 105.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'341 CHF | 263'441 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 104.81 % | 105.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'440 CHF | 263'540 CHF | 100.00% | 100.00% |