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% | 105.58 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'950 CHF | 266'075 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.58 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'950 CHF | 266'075 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.57 % | 106.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'925 CHF | 266'050 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.56 % | 106.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'900 CHF | 266'025 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.55 % | 106.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'875 CHF | 266'000 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.55 % | 106.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'875 CHF | 266'000 CHF | 99.47% | 99.47% |
05.07.2024 | 0.80% | 105.54 % | 106.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'850 CHF | 265'975 CHF | 21.65% | 21.65% |
04.07.2024 | 0.80% | 105.54 % | 106.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'850 CHF | 265'975 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 105.52 % | 106.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'800 CHF | 265'925 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 105.52 % | 106.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'800 CHF | 265'925 CHF | 100.00% | 100.00% |