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% | 104.04 % | 104.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'100 CHF | 262'200 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.15 % | 104.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'375 CHF | 262'475 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.19 % | 105.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'475 CHF | 262'575 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.21 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'525 CHF | 262'625 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.25 % | 105.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'625 CHF | 262'725 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.28 % | 105.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'700 CHF | 262'800 CHF | 99.43% | 99.43% |
05.07.2024 | 0.80% | 104.34 % | 105.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'850 CHF | 262'950 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.33 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'825 CHF | 262'925 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.29 % | 105.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'635 CHF | 262'735 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 104.04 % | 104.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'093 CHF | 262'190 CHF | 100.00% | 100.00% |