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 | 0.47% | 105.31 % | 105.81 % | 250'000 | 250'000 | 249'987 | 250'000 | 263'005 CHF | 264'269 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.09 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'743 CHF | 263'993 CHF | 78.49% | 78.49% |
11.07.2024 | 0.47% | 105.09 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'793 CHF | 264'043 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.11 % | 105.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'802 CHF | 264'052 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 105.13 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'861 CHF | 264'111 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 105.14 % | 105.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'846 CHF | 264'096 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 105.12 % | 105.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'870 CHF | 264'120 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.13 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'851 CHF | 264'101 CHF | 98.25% | 98.25% |
03.07.2024 | 0.47% | 105.13 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'833 CHF | 264'083 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.12 % | 105.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'821 CHF | 264'071 CHF | 100.00% | 100.00% |