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% | 108.98 % | 109.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'985 CHF | 276'185 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 109.59 % | 110.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'116 CHF | 275'315 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 108.89 % | 109.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'950 CHF | 274'127 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 108.13 % | 109.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'210 CHF | 271'368 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 107.45 % | 108.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'463 CHF | 271'629 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 107.55 % | 108.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'823 CHF | 270'978 CHF | 99.30% | 99.30% |
05.07.2024 | 0.80% | 107.29 % | 108.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'161 CHF | 271'330 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 107.62 % | 108.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'818 CHF | 270'972 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 107.36 % | 108.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'362 CHF | 270'512 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 107.18 % | 108.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'994 CHF | 269'144 CHF | 100.00% | 100.00% |