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% | 102.90 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'748 CHF | 258'998 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.12 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'374 CHF | 258'624 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 102.79 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'247 CHF | 257'497 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.35 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'716 CHF | 256'966 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 102.36 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'395 CHF | 257'645 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 102.55 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'784 CHF | 259'034 CHF | 45.31% | 45.31% |
05.07.2024 | 0.48% | 104.11 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'092 CHF | 261'342 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.74 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'409 CHF | 260'659 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.33 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'972 CHF | 259'222 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 102.97 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'644 CHF | 258'894 CHF | 100.00% | 100.00% |