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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.69% | 101.33 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'515 CHF | 255'265 CHF | 99.80% | 99.80% |
24.07.2024 | 0.69% | 101.46 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'742 CHF | 255'492 CHF | 92.50% | 92.50% |
23.07.2024 | 0.69% | 101.50 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'731 CHF | 255'481 CHF | 100.00% | 100.00% |
22.07.2024 | 0.69% | 101.47 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'639 CHF | 255'389 CHF | 100.00% | 100.00% |
19.07.2024 | 0.69% | 101.37 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'441 CHF | 255'191 CHF | 99.75% | 99.75% |
18.07.2024 | 0.69% | 101.50 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'774 CHF | 255'524 CHF | 99.75% | 99.75% |
17.07.2024 | 0.69% | 101.45 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'610 CHF | 255'360 CHF | 99.78% | 99.78% |
16.07.2024 | 0.69% | 101.50 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'734 CHF | 255'484 CHF | 89.72% | 89.72% |
15.07.2024 | 0.69% | 101.52 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'767 CHF | 255'517 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.46 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'657 CHF | 255'407 CHF | 78.50% | 78.50% |