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% | 103.77 % | 104.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'228 CHF | 262'321 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.76 % | 104.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'061 CHF | 259'119 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'758 CHF | 259'831 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'048 CHF | 259'114 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'779 CHF | 260'855 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.32 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'670 CHF | 256'717 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'953 CHF | 254'981 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'408 CHF | 254'433 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'217 CHF | 253'240 CHF | 99.94% | 99.94% |
02.07.2024 | 0.81% | 100.40 % | 101.21 % | 250'000 | 150'000 | 250'000 | 154'876 | 246'976 CHF | 154'226 CHF | 100.00% | 100.00% |