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% | 103.61 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'008 CHF | 260'508 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 103.60 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'994 CHF | 260'494 CHF | 78.49% | 78.49% |
11.07.2024 | 0.58% | 103.59 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'953 CHF | 260'453 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 103.56 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'918 CHF | 260'418 CHF | 94.73% | 94.73% |
09.07.2024 | 0.58% | 103.55 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'875 CHF | 260'375 CHF | 97.77% | 97.77% |
08.07.2024 | 0.58% | 103.55 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'875 CHF | 260'375 CHF | 99.78% | 99.78% |
05.07.2024 | 0.58% | 103.55 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'859 CHF | 260'359 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 103.53 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'826 CHF | 260'326 CHF | 98.27% | 98.27% |
03.07.2024 | 0.58% | 103.52 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'754 CHF | 260'254 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 103.50 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'763 CHF | 260'263 CHF | 100.00% | 100.00% |