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% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'224 CHF | 261'299 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.66 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'103 CHF | 261'178 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'958 CHF | 261'033 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'382 CHF | 260'457 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'469 CHF | 260'544 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'255 CHF | 260'330 CHF | 98.95% | 98.95% |
05.07.2024 | 0.80% | 103.25 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'238 CHF | 260'313 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.23 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'021 CHF | 260'096 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'757 CHF | 259'832 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'631 CHF | 258'687 CHF | 100.00% | 100.00% |