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 | 1.21% | 40.97 % | 41.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'547 CHF | 103'797 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 40.99 % | 41.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'590 CHF | 103'840 CHF | 100.00% | 100.00% |
11.07.2024 | 1.21% | 40.95 % | 41.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'426 CHF | 103'676 CHF | 100.00% | 100.00% |
10.07.2024 | 1.22% | 40.88 % | 41.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'109 CHF | 103'359 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 40.67 % | 41.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 101'788 CHF | 103'038 CHF | 100.00% | 100.00% |
08.07.2024 | 1.22% | 40.57 % | 41.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 101'445 CHF | 102'695 CHF | 99.55% | 99.55% |
05.07.2024 | 1.23% | 40.46 % | 40.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 101'265 CHF | 102'515 CHF | 100.00% | 100.00% |
04.07.2024 | 1.23% | 40.50 % | 41.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 101'213 CHF | 102'463 CHF | 100.00% | 100.00% |
03.07.2024 | 1.23% | 40.36 % | 40.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 100'880 CHF | 102'130 CHF | 99.68% | 99.68% |
02.07.2024 | 1.23% | 40.28 % | 40.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 100'729 CHF | 101'979 CHF | 100.00% | 100.00% |