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% | 105.41 % | 106.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'137 CHF | 266'262 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.44 % | 106.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'552 CHF | 265'677 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.24 % | 106.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'315 CHF | 265'435 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.91 % | 105.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'687 CHF | 263'787 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.57 % | 105.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'636 CHF | 263'736 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.49 % | 105.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'954 CHF | 263'054 CHF | 99.76% | 99.76% |
05.07.2024 | 0.80% | 104.06 % | 104.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'575 CHF | 262'675 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'295 CHF | 262'395 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.02 % | 104.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'195 CHF | 262'295 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'606 CHF | 262'706 CHF | 100.00% | 100.00% |