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% | 105.45 % | 106.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'971 CHF | 266'096 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.43 % | 106.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'377 CHF | 265'501 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.24 % | 106.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'516 CHF | 264'616 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.55 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'991 CHF | 263'091 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'231 CHF | 263'331 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.42 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'034 CHF | 263'134 CHF | 99.33% | 99.33% |
05.07.2024 | 0.80% | 104.22 % | 105.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'951 CHF | 263'051 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.23 % | 105.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'417 CHF | 262'517 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.96 % | 104.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'727 CHF | 261'807 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 103.69 % | 104.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'094 CHF | 261'169 CHF | 100.00% | 100.00% |