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 | 0.48% | 104.29 % | 104.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'585 CHF | 261'835 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.34 % | 104.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'930 CHF | 261'180 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.81 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'377 CHF | 260'627 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.37 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'646 CHF | 259'896 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 103.28 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'410 CHF | 259'660 CHF | 97.75% | 97.75% |
08.07.2024 | 0.48% | 103.42 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'694 CHF | 259'944 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 103.01 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'152 CHF | 259'402 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.70 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'875 CHF | 258'125 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.36 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'906 CHF | 257'156 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.37 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'949 CHF | 254'199 CHF | 100.00% | 100.00% |