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% | 103.82 % | 104.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'014 CHF | 263'111 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.45 % | 105.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'978 CHF | 263'078 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.28 % | 105.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'725 CHF | 262'825 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'666 CHF | 260'741 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.22 % | 104.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'645 CHF | 260'720 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.31 % | 104.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'439 CHF | 260'514 CHF | 99.84% | 99.84% |
05.07.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'387 CHF | 259'462 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'600 CHF | 258'657 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'008 CHF | 258'058 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'226 CHF | 258'276 CHF | 100.00% | 100.00% |