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% | 104.66 % | 105.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'472 CHF | 265'585 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.79 % | 106.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'376 CHF | 266'501 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.75 % | 106.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'161 CHF | 266'286 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 106.21 % | 107.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'399 CHF | 267'524 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 106.10 % | 106.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'372 CHF | 267'496 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 106.12 % | 106.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'924 CHF | 267'049 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 105.67 % | 106.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'438 CHF | 266'563 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.92 % | 106.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'766 CHF | 266'891 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 105.78 % | 106.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'439 CHF | 266'564 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 105.68 % | 106.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'949 CHF | 266'074 CHF | 100.00% | 100.00% |