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% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'328 CHF | 254'353 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'405 CHF | 254'430 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'059 CHF | 254'084 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.59 % | 104.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'872 CHF | 260'947 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'595 CHF | 260'670 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'697 CHF | 260'772 CHF | 99.10% | 99.10% |
05.07.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'805 CHF | 260'880 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'605 CHF | 260'680 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'370 CHF | 260'445 CHF | 99.75% | 99.75% |
02.07.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'110 CHF | 260'185 CHF | 100.00% | 100.00% |