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% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'001 CHF | 260'076 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'696 CHF | 256'748 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'266 CHF | 260'341 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'170 CHF | 260'245 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.09 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'023 CHF | 260'098 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'509 CHF | 259'584 CHF | 99.19% | 99.19% |
05.07.2024 | 0.80% | 102.94 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'951 CHF | 259'023 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'632 CHF | 258'682 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'394 CHF | 258'451 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'750 CHF | 253'772 CHF | 100.00% | 100.00% |