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 | 0.39% | 101.90 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'428 CHF | 259'428 CHF | 99.99% | 99.99% |
12.07.2024 | 0.39% | 104.00 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'202 CHF | 259'202 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 102.60 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'516 CHF | 256'516 CHF | 99.99% | 99.99% |
10.07.2024 | 0.39% | 101.90 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'700 CHF | 254'700 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 101.40 % | 101.80 % | 250'000 | 250'000 | 249'468 | 249'468 | 254'381 CHF | 255'379 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 101.30 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'887 CHF | 254'887 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 100.90 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'896 CHF | 254'896 CHF | 100.00% | 100.00% |
04.07.2024 | 0.39% | 101.70 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'080 CHF | 255'080 CHF | 99.45% | 99.45% |
03.07.2024 | 0.40% | 101.50 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'655 CHF | 253'655 CHF | 99.98% | 99.98% |
02.07.2024 | 0.40% | 101.10 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'309 CHF | 251'309 CHF | 99.98% | 99.98% |