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 | 0.76% | 104.55 % | 105.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'958 CHF | 263'958 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 104.81 % | 105.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'634 CHF | 263'634 CHF | 78.49% | 78.49% |
11.07.2024 | 0.76% | 104.46 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'014 CHF | 263'014 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 104.02 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'470 CHF | 261'470 CHF | 94.72% | 94.72% |
09.07.2024 | 0.77% | 103.69 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'663 CHF | 261'663 CHF | 97.77% | 97.77% |
08.07.2024 | 0.77% | 103.71 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'395 CHF | 261'395 CHF | 99.78% | 99.78% |
05.07.2024 | 0.77% | 103.60 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'506 CHF | 261'506 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 103.80 % | 104.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'334 CHF | 261'334 CHF | 98.27% | 98.27% |
03.07.2024 | 0.77% | 103.65 % | 104.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'999 CHF | 260'999 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 103.54 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'474 CHF | 260'474 CHF | 100.00% | 100.00% |