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% | 103.98 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'566 CHF | 262'665 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'683 CHF | 261'765 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.77 % | 104.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'383 CHF | 261'460 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'968 CHF | 259'034 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'618 CHF | 259'692 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'943 CHF | 259'012 CHF | 99.81% | 99.81% |
05.07.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'288 CHF | 259'359 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.92 % | 103.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'819 CHF | 258'890 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'065 CHF | 257'115 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'584 CHF | 256'633 CHF | 99.99% | 99.99% |