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% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'739 CHF | 261'826 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.71 % | 104.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'147 CHF | 261'222 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.91 % | 104.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'113 CHF | 262'205 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'781 CHF | 259'856 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'474 CHF | 259'548 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'538 CHF | 259'612 CHF | 99.72% | 99.72% |
05.07.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'044 CHF | 258'094 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'508 CHF | 258'566 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'752 CHF | 256'802 CHF | 99.90% | 99.90% |
02.07.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'277 CHF | 257'328 CHF | 100.00% | 100.00% |