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% | 103.84 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'656 CHF | 261'731 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.85 % | 104.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'628 CHF | 261'703 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.85 % | 104.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'593 CHF | 261'668 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.74 % | 104.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'323 CHF | 261'398 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.58 % | 104.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'060 CHF | 261'135 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.67 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'221 CHF | 261'296 CHF | 99.76% | 99.76% |
05.07.2024 | 0.80% | 103.51 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'850 CHF | 260'925 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'713 CHF | 260'788 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'447 CHF | 260'522 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 103.25 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'815 CHF | 259'890 CHF | 100.00% | 100.00% |