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% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'641 CHF | 260'716 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.36 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'289 CHF | 260'364 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.11 % | 103.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'698 CHF | 259'773 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'358 CHF | 258'408 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'299 CHF | 258'349 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'997 CHF | 258'047 CHF | 99.62% | 99.62% |
05.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'087 CHF | 258'137 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'682 CHF | 257'732 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'750 CHF | 257'800 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'683 CHF | 257'733 CHF | 100.00% | 100.00% |