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% | 105.57 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'818 CHF | 265'068 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.57 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'923 CHF | 265'173 CHF | 78.49% | 78.49% |
11.07.2024 | 0.47% | 105.57 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'889 CHF | 265'139 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.52 % | 106.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'743 CHF | 264'993 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 105.48 % | 105.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'751 CHF | 265'001 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 105.45 % | 105.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'544 CHF | 264'794 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 105.39 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'482 CHF | 264'732 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.39 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'466 CHF | 264'716 CHF | 98.25% | 98.25% |
03.07.2024 | 0.47% | 105.38 % | 105.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'387 CHF | 264'637 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.29 % | 105.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'131 CHF | 264'381 CHF | 100.00% | 100.00% |