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% | 103.20 % | 104.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'863 CHF | 260'938 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'337 CHF | 261'415 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'856 CHF | 257'912 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'032 CHF | 256'082 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'344 CHF | 256'393 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'747 CHF | 256'795 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'572 CHF | 256'618 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'561 CHF | 255'586 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'888 CHF | 255'931 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'005 CHF | 255'030 CHF | 100.00% | 100.00% |