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% | 104.64 % | 105.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'045 CHF | 264'145 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.79 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'890 CHF | 263'990 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.87 % | 105.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'224 CHF | 264'324 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.69 % | 105.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'466 CHF | 263'566 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.38 % | 105.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'080 CHF | 263'180 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.41 % | 105.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'082 CHF | 263'182 CHF | 99.61% | 99.61% |
05.07.2024 | 0.80% | 104.12 % | 104.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'429 CHF | 262'529 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.23 % | 105.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'483 CHF | 262'583 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.94 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'630 CHF | 261'707 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 104.13 % | 104.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'176 CHF | 262'273 CHF | 100.00% | 100.00% |