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% | 103.73 % | 104.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'930 CHF | 261'930 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 103.97 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'507 CHF | 261'507 CHF | 78.49% | 78.49% |
11.07.2024 | 0.77% | 103.62 % | 104.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'898 CHF | 260'898 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.18 % | 103.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'427 CHF | 259'427 CHF | 94.72% | 94.72% |
09.07.2024 | 0.77% | 102.85 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'526 CHF | 259'526 CHF | 97.75% | 97.75% |
08.07.2024 | 0.77% | 102.88 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'246 CHF | 259'246 CHF | 99.78% | 99.78% |
05.07.2024 | 0.77% | 102.77 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'391 CHF | 259'391 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 102.95 % | 103.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'216 CHF | 259'216 CHF | 98.27% | 98.27% |
03.07.2024 | 0.78% | 102.80 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'873 CHF | 258'873 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.70 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'411 CHF | 258'411 CHF | 100.00% | 100.00% |