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% | 102.43 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'269 CHF | 257'519 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.86 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'056 CHF | 258'306 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 102.64 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'499 CHF | 257'749 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.16 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'995 CHF | 256'245 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 102.05 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'264 CHF | 256'514 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 101.92 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'809 CHF | 256'059 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 101.76 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'618 CHF | 255'868 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.72 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'264 CHF | 255'514 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.49 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'631 CHF | 254'881 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.39 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'028 CHF | 254'278 CHF | 100.00% | 100.00% |