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% | 105.83 % | 106.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'623 CHF | 267'755 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.99 % | 106.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'805 CHF | 266'930 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.78 % | 106.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'650 CHF | 266'775 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.39 % | 106.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'590 CHF | 264'692 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.81 % | 105.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'471 CHF | 264'572 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.75 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'653 CHF | 263'753 CHF | 99.09% | 99.09% |
05.07.2024 | 0.80% | 104.05 % | 104.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'813 CHF | 262'913 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.27 % | 105.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'501 CHF | 262'601 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.94 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'906 CHF | 261'995 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 104.47 % | 105.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'580 CHF | 262'680 CHF | 100.00% | 100.00% |