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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 0.80% | 107.12 % | 107.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'724 CHF | 269'874 CHF | 100.00% | 100.00% |
12.08.2024 | 0.80% | 107.00 % | 107.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'485 CHF | 269'635 CHF | 100.00% | 100.00% |
09.08.2024 | 0.80% | 106.96 % | 107.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'294 CHF | 269'444 CHF | 100.00% | 100.00% |
08.08.2024 | 0.80% | 106.88 % | 107.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'094 CHF | 269'244 CHF | 99.95% | 99.95% |
07.08.2024 | 0.80% | 106.83 % | 107.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'811 CHF | 268'961 CHF | 100.00% | 100.00% |
06.08.2024 | 0.80% | 106.50 % | 107.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'295 CHF | 268'444 CHF | 100.00% | 100.00% |
02.08.2024 | 0.80% | 106.95 % | 107.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'524 CHF | 269'674 CHF | 100.00% | 100.00% |
30.07.2024 | 0.80% | 106.91 % | 107.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'130 CHF | 269'280 CHF | 100.00% | 100.00% |
29.07.2024 | 0.80% | 106.84 % | 107.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'294 CHF | 269'444 CHF | 100.00% | 100.00% |
25.07.2024 | 0.80% | 106.69 % | 107.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'686 CHF | 268'836 CHF | 100.00% | 100.00% |