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% | 102.86 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'239 CHF | 258'489 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 102.97 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'263 CHF | 258'513 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 102.84 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'064 CHF | 258'314 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.78 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'798 CHF | 258'048 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 102.64 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'865 CHF | 258'115 CHF | 97.76% | 97.76% |
08.07.2024 | 0.49% | 102.79 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'106 CHF | 258'356 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 102.76 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'034 CHF | 258'284 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.75 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'853 CHF | 258'103 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.62 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'439 CHF | 257'689 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.34 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'686 CHF | 256'936 CHF | 100.00% | 100.00% |