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% | 103.50 % | 104.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'750 CHF | 260'825 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.48 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'700 CHF | 260'775 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'675 CHF | 260'750 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'617 CHF | 260'692 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.42 % | 104.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'564 CHF | 260'638 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'575 CHF | 260'650 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'499 CHF | 260'574 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'467 CHF | 260'542 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.34 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'327 CHF | 260'402 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'186 CHF | 260'261 CHF | 100.00% | 100.00% |