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% | 107.00 % | 107.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'829 CHF | 269'979 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 107.09 % | 107.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'445 CHF | 268'589 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 106.70 % | 107.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'969 CHF | 269'117 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 106.71 % | 107.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'402 CHF | 268'543 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 107.05 % | 107.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'633 CHF | 269'783 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 106.79 % | 107.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'270 CHF | 267'401 CHF | 99.21% | 99.21% |
05.07.2024 | 0.80% | 105.66 % | 106.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'446 CHF | 266'571 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 105.68 % | 106.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'111 CHF | 266'236 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 105.70 % | 106.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'625 CHF | 265'750 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 105.42 % | 106.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'061 CHF | 263'162 CHF | 100.00% | 100.00% |