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 | 0.79% | 101.30 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'415 CHF | 255'415 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.27 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'378 CHF | 255'378 CHF | 78.49% | 78.49% |
11.07.2024 | 0.79% | 101.25 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'238 CHF | 255'238 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.10 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'642 CHF | 254'642 CHF | 94.72% | 94.72% |
09.07.2024 | 0.79% | 100.63 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'841 CHF | 253'841 CHF | 97.74% | 97.74% |
08.07.2024 | 0.79% | 100.59 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'469 CHF | 253'469 CHF | 99.79% | 99.79% |
05.07.2024 | 0.79% | 100.43 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'151 CHF | 253'151 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.48 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'120 CHF | 253'120 CHF | 98.27% | 98.27% |
03.07.2024 | 0.79% | 100.57 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'159 CHF | 253'159 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.45 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'287 CHF | 253'287 CHF | 100.00% | 100.00% |