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 | 0.77% | 103.12 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'272 CHF | 260'272 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 103.36 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'209 CHF | 260'209 CHF | 78.49% | 78.49% |
11.07.2024 | 0.77% | 103.28 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'550 CHF | 259'550 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.65 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'415 CHF | 258'415 CHF | 94.72% | 94.72% |
09.07.2024 | 0.78% | 102.49 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'866 CHF | 258'866 CHF | 97.74% | 97.74% |
08.07.2024 | 0.78% | 102.50 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'297 CHF | 258'297 CHF | 99.79% | 99.79% |
05.07.2024 | 0.78% | 102.46 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'331 CHF | 258'331 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.49 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'872 CHF | 257'872 CHF | 98.27% | 98.27% |
03.07.2024 | 0.78% | 102.43 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'920 CHF | 257'920 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.02 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'582 CHF | 256'582 CHF | 100.00% | 100.00% |