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% | 104.36 % | 105.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'051 CHF | 263'151 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.36 % | 105.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'865 CHF | 262'965 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.30 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'842 CHF | 262'942 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.31 % | 105.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'721 CHF | 262'821 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.30 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'750 CHF | 262'850 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'585 CHF | 262'685 CHF | 99.07% | 99.07% |
05.07.2024 | 0.80% | 104.08 % | 104.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'285 CHF | 262'385 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.14 % | 104.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'399 CHF | 262'499 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.12 % | 104.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'213 CHF | 262'311 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 104.12 % | 104.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'255 CHF | 262'355 CHF | 100.00% | 100.00% |