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% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'675 CHF | 260'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'675 CHF | 260'750 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.46 % | 104.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'650 CHF | 260'725 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'625 CHF | 260'700 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'612 CHF | 260'687 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'600 CHF | 260'675 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'575 CHF | 260'650 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'525 CHF | 260'600 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'456 CHF | 260'531 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'421 CHF | 260'496 CHF | 100.00% | 100.00% |