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% | 105.35 % | 105.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'330 CHF | 264'580 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.37 % | 105.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'391 CHF | 264'641 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 105.28 % | 105.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'206 CHF | 264'456 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.19 % | 105.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'872 CHF | 264'122 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 105.07 % | 105.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'647 CHF | 263'897 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 105.13 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'803 CHF | 264'053 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.05 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'626 CHF | 263'876 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.05 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'638 CHF | 263'888 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 105.00 % | 105.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'314 CHF | 263'564 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.85 % | 105.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'860 CHF | 263'110 CHF | 100.00% | 100.00% |