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% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'030 CHF | 261'105 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'410 CHF | 260'485 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.21 % | 104.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'884 CHF | 259'959 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'808 CHF | 258'872 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.60 % | 103.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'710 CHF | 258'768 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'448 CHF | 258'498 CHF | 99.36% | 99.36% |
05.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'539 CHF | 258'589 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'098 CHF | 258'148 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'032 CHF | 258'082 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'135 CHF | 258'185 CHF | 100.00% | 100.00% |