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% | 106.39 % | 107.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'457 CHF | 269'605 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 106.70 % | 107.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'416 CHF | 267'545 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.20 % | 106.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'579 CHF | 264'685 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 104.64 % | 105.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'766 CHF | 260'844 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.90 % | 103.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'350 CHF | 260'425 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'626 CHF | 258'691 CHF | 99.57% | 99.57% |
05.07.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'485 CHF | 259'555 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'605 CHF | 258'666 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.99 % | 104.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'759 CHF | 261'844 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 104.10 % | 104.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'503 CHF | 260'576 CHF | 100.00% | 100.00% |