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% | 103.20 % | 104.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'000 CHF | 260'075 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.16 % | 103.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'934 CHF | 260'009 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.12 % | 103.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'846 CHF | 259'921 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.07 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'690 CHF | 259'765 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'628 CHF | 259'703 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'668 CHF | 259'743 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'346 CHF | 259'421 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'321 CHF | 259'396 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'099 CHF | 259'174 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'669 CHF | 258'723 CHF | 100.00% | 100.00% |