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% | 103.49 % | 104.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'246 CHF | 261'246 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 103.71 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'896 CHF | 260'896 CHF | 78.49% | 78.49% |
11.07.2024 | 0.77% | 103.39 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'347 CHF | 260'347 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.01 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'073 CHF | 259'073 CHF | 94.73% | 94.73% |
09.07.2024 | 0.77% | 102.73 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'178 CHF | 259'178 CHF | 97.77% | 97.77% |
08.07.2024 | 0.78% | 102.75 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'922 CHF | 258'922 CHF | 99.78% | 99.78% |
05.07.2024 | 0.78% | 102.65 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'052 CHF | 259'052 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.82 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'899 CHF | 258'899 CHF | 98.27% | 98.27% |
03.07.2024 | 0.78% | 102.68 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'605 CHF | 258'605 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.59 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'179 CHF | 258'179 CHF | 100.00% | 100.00% |