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% | 102.01 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'255 CHF | 256'505 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.92 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'630 CHF | 255'880 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.72 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'741 CHF | 254'991 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.23 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'665 CHF | 253'915 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 100.84 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'563 CHF | 253'813 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 100.87 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'481 CHF | 253'731 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 101.10 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'634 CHF | 253'884 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 100.99 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'913 CHF | 253'163 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 100.93 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'079 CHF | 253'329 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 100.76 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'095 CHF | 253'345 CHF | 100.00% | 100.00% |