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 | 0.57% | 104.73 % | 105.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'490 CHF | 263'990 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 104.99 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'021 CHF | 263'521 CHF | 78.49% | 78.49% |
11.07.2024 | 0.57% | 104.60 % | 105.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'351 CHF | 262'851 CHF | 99.99% | 99.99% |
10.07.2024 | 0.58% | 104.12 % | 104.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'708 CHF | 261'208 CHF | 94.72% | 94.72% |
09.07.2024 | 0.58% | 103.75 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'828 CHF | 261'328 CHF | 97.75% | 97.75% |
08.07.2024 | 0.58% | 103.78 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'514 CHF | 261'014 CHF | 99.78% | 99.78% |
05.07.2024 | 0.58% | 103.66 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'679 CHF | 261'179 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 103.87 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'491 CHF | 260'991 CHF | 98.27% | 98.27% |
03.07.2024 | 0.58% | 103.70 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 260'625 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 103.60 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'596 CHF | 260'096 CHF | 100.00% | 100.00% |