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% | 107.45 % | 108.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'955 CHF | 272'123 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 107.55 % | 108.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'512 CHF | 269'662 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.91 % | 106.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'239 CHF | 266'365 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.26 % | 106.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'109 CHF | 262'197 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.32 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'524 CHF | 261'609 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'525 CHF | 259'596 CHF | 99.58% | 99.58% |
05.07.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'477 CHF | 260'548 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'119 CHF | 259'186 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.36 % | 105.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'751 CHF | 262'851 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 104.49 % | 105.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'236 CHF | 261'319 CHF | 100.00% | 100.00% |