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% | 105.06 % | 105.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'650 CHF | 264'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.05 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'625 CHF | 264'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.05 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'618 CHF | 264'718 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.02 % | 105.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'602 CHF | 264'702 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.00 % | 105.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'542 CHF | 264'642 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.00 % | 105.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'521 CHF | 264'621 CHF | 99.76% | 99.76% |
05.07.2024 | 0.80% | 105.01 % | 105.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'525 CHF | 264'625 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.99 % | 105.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'475 CHF | 264'575 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.95 % | 105.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'378 CHF | 264'478 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 104.90 % | 105.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'236 CHF | 264'336 CHF | 100.00% | 100.00% |