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% | 104.67 % | 105.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'545 CHF | 263'645 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.59 % | 105.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'606 CHF | 263'706 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.86 % | 105.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'944 CHF | 264'044 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.78 % | 105.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'550 CHF | 263'650 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.90 % | 105.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'196 CHF | 264'296 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.94 % | 105.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'077 CHF | 264'177 CHF | 99.56% | 99.56% |
05.07.2024 | 0.80% | 105.08 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'840 CHF | 264'941 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.08 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'402 CHF | 264'502 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 105.00 % | 105.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'340 CHF | 264'440 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 104.94 % | 105.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'438 CHF | 264'538 CHF | 100.00% | 100.00% |