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% | 101.73 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'590 CHF | 255'840 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.91 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'464 CHF | 255'714 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.58 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'547 CHF | 254'797 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.45 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'809 CHF | 255'059 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.48 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'716 CHF | 254'966 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 101.53 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'045 CHF | 255'295 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 101.52 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'061 CHF | 255'311 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.51 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'821 CHF | 255'071 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 101.41 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'884 CHF | 255'134 CHF | 99.84% | 99.84% |
02.07.2024 | 0.49% | 101.35 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'617 CHF | 253'867 CHF | 99.84% | 99.84% |