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% | 104.35 % | 105.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'899 CHF | 262'999 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.29 % | 105.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'564 CHF | 262'664 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'681 CHF | 262'781 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.21 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'519 CHF | 262'619 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.19 % | 105.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'536 CHF | 262'636 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.23 % | 105.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'537 CHF | 262'637 CHF | 99.15% | 99.15% |
05.07.2024 | 0.80% | 104.13 % | 104.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'438 CHF | 262'538 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'332 CHF | 262'432 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'286 CHF | 262'386 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 104.03 % | 104.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'999 CHF | 262'099 CHF | 100.00% | 100.00% |