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 | 0.45% | 109.46 % | 109.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'417 CHF | 275'667 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 109.52 % | 110.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'082 CHF | 273'332 CHF | 78.75% | 78.75% |
11.07.2024 | 0.46% | 108.55 % | 109.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'019 CHF | 272'269 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 107.69 % | 108.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'897 CHF | 269'147 CHF | 94.74% | 94.74% |
09.07.2024 | 0.47% | 106.41 % | 106.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'578 CHF | 267'828 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 106.49 % | 106.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'354 CHF | 267'604 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.61 % | 107.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'803 CHF | 268'053 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.21 % | 106.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'685 CHF | 265'935 CHF | 98.27% | 98.27% |
03.07.2024 | 0.47% | 105.80 % | 106.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'378 CHF | 264'628 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 105.54 % | 106.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'974 CHF | 263'224 CHF | 99.99% | 99.99% |