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% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'356 CHF | 261'431 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.84 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'532 CHF | 261'607 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'543 CHF | 261'618 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'033 CHF | 261'108 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'941 CHF | 261'016 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.67 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'286 CHF | 261'361 CHF | 99.22% | 99.22% |
05.07.2024 | 0.80% | 103.48 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'705 CHF | 260'780 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.40 % | 104.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'673 CHF | 260'748 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.21 % | 104.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'844 CHF | 259'919 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'659 CHF | 259'734 CHF | 100.00% | 100.00% |