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% | 105.42 % | 106.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'162 CHF | 265'283 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 105.08 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'485 CHF | 264'586 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 105.09 % | 105.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'436 CHF | 265'560 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.12 % | 105.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'753 CHF | 264'853 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.95 % | 105.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'931 CHF | 265'034 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 105.08 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'843 CHF | 264'953 CHF | 99.15% | 99.15% |
05.07.2024 | 0.80% | 104.91 % | 105.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'465 CHF | 263'565 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.43 % | 105.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'075 CHF | 263'175 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.52 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'769 CHF | 262'869 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 104.26 % | 105.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'363 CHF | 262'463 CHF | 100.00% | 100.00% |