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 | 0.76% | 100.96 % | 101.72 % | 195'000 | 195'000 | 195'000 | 195'000 | 197'054 CHF | 198'551 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 103.82 % | 104.61 % | 190'000 | 190'000 | 190'000 | 190'000 | 197'050 CHF | 198'547 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 103.58 % | 104.36 % | 190'000 | 190'000 | 190'000 | 190'000 | 196'837 CHF | 198'323 CHF | 99.97% | 99.97% |
10.07.2024 | 0.74% | 103.47 % | 104.24 % | 190'000 | 190'000 | 190'000 | 190'000 | 196'593 CHF | 198'056 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 103.50 % | 104.27 % | 190'000 | 190'000 | 190'000 | 190'000 | 196'649 CHF | 198'115 CHF | 99.99% | 99.99% |
08.07.2024 | 0.74% | 103.35 % | 104.12 % | 190'000 | 190'000 | 190'000 | 190'000 | 196'298 CHF | 197'761 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 103.04 % | 103.81 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'658 CHF | 197'121 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 102.96 % | 103.73 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'624 CHF | 197'087 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 102.99 % | 103.76 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'385 CHF | 196'848 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 102.65 % | 103.42 % | 190'000 | 190'000 | 190'459 | 190'000 | 195'589 CHF | 196'582 CHF | 99.99% | 99.99% |