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 | 0.49% | 101.70 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'505 CHF | 255'755 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.88 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'379 CHF | 255'629 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.55 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'452 CHF | 254'702 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.41 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'712 CHF | 254'962 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.43 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'619 CHF | 254'869 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 101.50 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'959 CHF | 255'209 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 101.48 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'975 CHF | 255'225 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.47 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'729 CHF | 254'979 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.37 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'780 CHF | 255'030 CHF | 99.84% | 99.84% |
02.07.2024 | 0.49% | 101.30 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'491 CHF | 253'741 CHF | 99.84% | 99.84% |