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% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'694 CHF | 253'719 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'982 CHF | 253'007 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'340 CHF | 252'346 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.61 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'912 CHF | 262'006 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.07 % | 104.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'485 CHF | 262'585 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.03 % | 104.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'253 CHF | 262'351 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 103.97 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'825 CHF | 261'914 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'489 CHF | 261'564 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'936 CHF | 262'025 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 103.88 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'227 CHF | 262'322 CHF | 100.00% | 100.00% |