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% | 106.03 % | 106.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'447 CHF | 265'567 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'371 CHF | 262'471 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.44 % | 105.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'795 CHF | 262'895 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.23 % | 105.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'144 CHF | 263'244 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.34 % | 105.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'549 CHF | 262'649 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.98 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'555 CHF | 262'653 CHF | 99.45% | 99.45% |
05.07.2024 | 0.80% | 103.93 % | 104.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'114 CHF | 261'189 CHF | 21.66% | 21.66% |
04.07.2024 | 0.80% | 104.19 % | 105.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'299 CHF | 262'399 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.23 % | 105.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'386 CHF | 262'486 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 104.38 % | 105.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'512 CHF | 262'612 CHF | 100.00% | 100.00% |