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% | 103.46 % | 104.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'810 CHF | 260'885 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'470 CHF | 260'545 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.36 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'525 CHF | 260'600 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'322 CHF | 260'397 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'139 CHF | 260'214 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'081 CHF | 260'156 CHF | 99.19% | 99.19% |
05.07.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'761 CHF | 259'836 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'666 CHF | 259'741 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'161 CHF | 260'236 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 103.35 % | 104.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'560 CHF | 260'635 CHF | 100.00% | 100.00% |