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 | 0.48% | 104.88 % | 105.38 % | 250'000 | 250'000 | 249'987 | 250'000 | 262'133 CHF | 263'396 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.88 % | 105.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'924 CHF | 263'174 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.90 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'070 CHF | 263'320 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.34 % | 104.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'602 CHF | 261'852 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 104.21 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'416 CHF | 261'666 CHF | 97.75% | 97.75% |
08.07.2024 | 0.48% | 104.23 % | 104.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'012 CHF | 262'262 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 104.45 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'411 CHF | 262'661 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.58 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'404 CHF | 262'654 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 104.64 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'333 CHF | 262'583 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.12 % | 104.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'900 CHF | 261'150 CHF | 100.00% | 100.00% |