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 | 0.49% | 102.17 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'486 CHF | 256'736 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.16 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'365 CHF | 256'615 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 102.13 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'354 CHF | 256'604 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.08 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'175 CHF | 256'425 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 102.01 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'120 CHF | 256'370 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 102.05 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'195 CHF | 256'445 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 101.95 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'978 CHF | 256'228 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.00 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'999 CHF | 256'249 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.93 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'870 CHF | 256'120 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.92 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'924 CHF | 256'174 CHF | 100.00% | 100.00% |