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% | 106.49 % | 107.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'215 CHF | 269'365 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 106.92 % | 107.78 % | 230'000 | 250'000 | 243'839 | 250'000 | 260'399 CHF | 269'132 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 106.53 % | 107.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'002 CHF | 268'136 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.87 % | 106.72 % | 232'000 | 250'000 | 232'076 | 250'000 | 244'914 CHF | 265'955 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.46 % | 106.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'414 CHF | 266'539 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.57 % | 106.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'877 CHF | 266'002 CHF | 99.27% | 99.27% |
05.07.2024 | 0.80% | 105.37 % | 106.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'163 CHF | 266'288 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.59 % | 106.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'984 CHF | 266'109 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 105.40 % | 106.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'446 CHF | 265'572 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 105.23 % | 106.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'642 CHF | 264'744 CHF | 100.00% | 100.00% |