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% | 105.37 % | 106.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'211 CHF | 265'334 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.85 % | 105.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'859 CHF | 261'939 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.98 % | 105.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'989 CHF | 265'097 CHF | 99.97% | 99.97% |
10.07.2024 | 0.80% | 104.97 % | 105.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'722 CHF | 264'822 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.00 % | 105.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'307 CHF | 264'407 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.10 % | 105.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'037 CHF | 264'137 CHF | 99.66% | 99.66% |
05.07.2024 | 0.80% | 104.74 % | 105.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'919 CHF | 264'019 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.71 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'871 CHF | 263'971 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.47 % | 105.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'410 CHF | 263'510 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 103.95 % | 104.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'532 CHF | 259'598 CHF | 100.00% | 100.00% |