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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.80% | 104.56 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'443 CHF | 263'543 CHF | 100.00% | 100.00% |
24.07.2024 | 0.80% | 104.74 % | 105.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'669 CHF | 263'770 CHF | 100.00% | 100.00% |
23.07.2024 | 0.80% | 104.54 % | 105.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'434 CHF | 263'534 CHF | 100.00% | 100.00% |
22.07.2024 | 0.80% | 104.52 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'138 CHF | 263'238 CHF | 100.00% | 100.00% |
19.07.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'774 CHF | 262'874 CHF | 99.67% | 99.67% |
18.07.2024 | 0.80% | 104.34 % | 105.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'923 CHF | 263'023 CHF | 100.00% | 100.00% |
17.07.2024 | 0.80% | 104.30 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'735 CHF | 262'835 CHF | 96.94% | 96.94% |
16.07.2024 | 0.80% | 104.29 % | 105.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'625 CHF | 262'725 CHF | 100.00% | 100.00% |
15.07.2024 | 0.80% | 104.18 % | 105.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'435 CHF | 262'535 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.11 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'170 CHF | 262'270 CHF | 100.00% | 100.00% |