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% | 104.84 % | 105.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'538 CHF | 261'619 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'497 CHF | 258'549 CHF | 19.27% | 19.27% |
11.07.2024 | 0.80% | 103.25 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'688 CHF | 259'763 CHF | 81.11% | 81.11% |
10.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'358 CHF | 259'431 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'535 CHF | 258'586 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'972 CHF | 259'038 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'960 CHF | 256'003 CHF | 21.66% | 21.66% |
04.07.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'803 CHF | 258'858 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'879 CHF | 258'940 CHF | 99.07% | 99.07% |
02.07.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'664 CHF | 259'739 CHF | 100.00% | 100.00% |