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% | 105.97 % | 106.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'299 CHF | 267'424 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 106.05 % | 106.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'081 CHF | 267'206 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 106.13 % | 106.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'374 CHF | 267'499 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.95 % | 106.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'673 CHF | 266'798 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.74 % | 106.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'464 CHF | 266'589 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.74 % | 106.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'211 CHF | 266'336 CHF | 99.56% | 99.56% |
05.07.2024 | 0.80% | 105.35 % | 106.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'495 CHF | 265'620 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.38 % | 106.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'501 CHF | 265'626 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 105.13 % | 105.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'763 CHF | 264'864 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 105.34 % | 106.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'209 CHF | 265'325 CHF | 100.00% | 100.00% |