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% | 104.22 % | 105.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'561 CHF | 262'661 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.08 % | 104.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'647 CHF | 260'722 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.11 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'288 CHF | 262'388 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.08 % | 104.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'391 CHF | 262'491 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'262 CHF | 262'362 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.11 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'962 CHF | 262'053 CHF | 99.43% | 99.43% |
05.07.2024 | 0.80% | 103.99 % | 104.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'049 CHF | 262'148 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.88 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'783 CHF | 261'858 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.82 % | 104.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'839 CHF | 261'925 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 103.59 % | 104.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'951 CHF | 259'008 CHF | 100.00% | 100.00% |