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% | 103.22 % | 103.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'669 CHF | 260'169 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 104.71 % | 105.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'363 CHF | 262'863 CHF | 78.49% | 78.49% |
11.07.2024 | 0.57% | 104.35 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'736 CHF | 262'236 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 103.91 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'231 CHF | 260'731 CHF | 94.72% | 94.72% |
09.07.2024 | 0.58% | 103.57 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'340 CHF | 260'840 CHF | 97.77% | 97.77% |
08.07.2024 | 0.58% | 103.60 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'050 CHF | 260'550 CHF | 99.78% | 99.78% |
05.07.2024 | 0.58% | 103.48 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'190 CHF | 260'690 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 103.68 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'010 CHF | 260'510 CHF | 98.27% | 98.27% |
03.07.2024 | 0.58% | 103.52 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'660 CHF | 260'160 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 103.42 % | 104.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'173 CHF | 259'673 CHF | 100.00% | 100.00% |