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% | 104.37 % | 104.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'947 CHF | 262'197 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.45 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'839 CHF | 262'089 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 104.25 % | 104.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'648 CHF | 261'898 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.24 % | 104.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'717 CHF | 261'967 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 104.31 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'623 CHF | 261'873 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 104.32 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'903 CHF | 262'153 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 104.39 % | 104.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'070 CHF | 262'320 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.39 % | 104.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'004 CHF | 262'254 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 104.31 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'834 CHF | 262'084 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.22 % | 104.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'318 CHF | 261'568 CHF | 100.00% | 100.00% |