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% | 105.71 % | 106.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'634 CHF | 266'759 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.83 % | 106.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'531 CHF | 266'656 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.87 % | 106.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'778 CHF | 266'903 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.74 % | 106.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'141 CHF | 266'266 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.58 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'151 CHF | 266'276 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.59 % | 106.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'862 CHF | 265'987 CHF | 99.88% | 99.88% |
05.07.2024 | 0.80% | 105.21 % | 106.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'035 CHF | 265'153 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.14 % | 105.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'879 CHF | 264'981 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.97 % | 105.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'262 CHF | 264'362 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 105.10 % | 105.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'597 CHF | 264'700 CHF | 100.00% | 100.00% |