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% | 103.89 % | 104.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'953 CHF | 262'044 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.42 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'879 CHF | 262'979 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 104.05 % | 104.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'506 CHF | 262'606 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.88 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'582 CHF | 261'657 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.97 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'190 CHF | 262'290 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.95 % | 104.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'000 CHF | 262'096 CHF | 99.62% | 99.62% |
05.07.2024 | 0.80% | 104.22 % | 105.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'881 CHF | 262'981 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.60 % | 105.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'452 CHF | 263'552 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.55 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'685 CHF | 262'785 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 103.54 % | 104.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'885 CHF | 260'960 CHF | 100.00% | 100.00% |