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% | 101.76 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'691 CHF | 255'941 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.95 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'675 CHF | 255'925 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.84 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'442 CHF | 255'692 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.83 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'613 CHF | 255'863 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.88 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'489 CHF | 255'739 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 101.69 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'549 CHF | 255'799 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 101.83 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'536 CHF | 255'786 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.93 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'678 CHF | 255'928 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.27 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'365 CHF | 256'615 CHF | 60.49% | 60.49% |
02.07.2024 | 0.49% | 101.79 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'174 CHF | 254'424 CHF | 96.99% | 96.99% |