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% | 103.43 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'575 CHF | 259'825 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.42 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'550 CHF | 259'800 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.42 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'550 CHF | 259'800 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.41 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'513 CHF | 259'763 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.40 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'500 CHF | 259'750 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.39 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'482 CHF | 259'732 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.38 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'454 CHF | 259'704 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.38 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'443 CHF | 259'693 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 103.34 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'354 CHF | 259'604 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.34 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'352 CHF | 259'602 CHF | 100.00% | 100.00% |