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% | 103.59 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'538 CHF | 261'038 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 103.72 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'167 CHF | 260'667 CHF | 78.49% | 78.49% |
11.07.2024 | 0.58% | 103.38 % | 103.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'486 CHF | 259'986 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 103.04 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'972 CHF | 258'472 CHF | 94.72% | 94.72% |
09.07.2024 | 0.58% | 102.67 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'951 CHF | 258'451 CHF | 97.75% | 97.75% |
08.07.2024 | 0.58% | 102.62 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'552 CHF | 258'052 CHF | 99.79% | 99.79% |
05.07.2024 | 0.58% | 102.51 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'685 CHF | 258'185 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 102.62 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'296 CHF | 257'796 CHF | 98.27% | 98.27% |
03.07.2024 | 0.58% | 102.53 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'299 CHF | 257'799 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 102.58 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'182 CHF | 257'682 CHF | 100.00% | 100.00% |