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 | 0.49% | 101.57 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'925 CHF | 255'175 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.57 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'925 CHF | 255'175 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.56 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'900 CHF | 255'150 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.55 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'875 CHF | 255'125 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.55 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'875 CHF | 255'125 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 101.54 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'850 CHF | 255'100 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 101.54 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'850 CHF | 255'100 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.53 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'829 CHF | 255'079 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.52 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'800 CHF | 255'050 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.52 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'800 CHF | 255'050 CHF | 100.00% | 100.00% |