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% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'344 CHF | 253'368 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.16 % | 105.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'247 CHF | 262'346 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.98 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'742 CHF | 262'842 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.21 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'106 CHF | 262'196 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.99 % | 104.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'223 CHF | 262'323 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.05 % | 104.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'242 CHF | 262'342 CHF | 99.78% | 99.78% |
05.07.2024 | 0.80% | 104.05 % | 104.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'587 CHF | 261'667 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'276 CHF | 260'351 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.46 % | 104.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'556 CHF | 259'628 CHF | 99.90% | 99.90% |
02.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'732 CHF | 257'782 CHF | 100.00% | 100.00% |