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 | 0.58% | 102.59 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'781 CHF | 258'281 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 102.72 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'931 CHF | 258'431 CHF | 78.49% | 78.49% |
11.07.2024 | 0.58% | 102.81 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'859 CHF | 258'359 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 102.65 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'646 CHF | 258'146 CHF | 94.72% | 94.72% |
09.07.2024 | 0.58% | 102.66 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'743 CHF | 258'243 CHF | 97.76% | 97.76% |
08.07.2024 | 0.58% | 102.66 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'799 CHF | 258'299 CHF | 99.78% | 99.78% |
05.07.2024 | 0.58% | 102.73 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'856 CHF | 258'356 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 102.66 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'637 CHF | 258'137 CHF | 98.26% | 98.26% |
03.07.2024 | 0.58% | 102.64 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'551 CHF | 258'051 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 102.39 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'674 CHF | 257'174 CHF | 100.00% | 100.00% |