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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 104.04 % | 104.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'216 CHF | 261'294 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'273 CHF | 259'345 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'840 CHF | 254'868 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'099 CHF | 255'131 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'500 CHF | 254'526 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'681 CHF | 255'724 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'129 CHF | 255'161 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'968 CHF | 256'008 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'948 CHF | 254'974 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'916 CHF | 254'943 CHF | 100.00% | 100.00% |