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 | 0.80% | 137.07 % | 138.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 344'913 CHF | 347'683 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 138.04 % | 139.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 343'787 CHF | 346'549 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 136.81 % | 137.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 341'711 CHF | 344'460 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 135.47 % | 136.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'808 CHF | 339'510 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 134.38 % | 135.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'437 CHF | 340'148 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 134.49 % | 135.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'338 CHF | 339'038 CHF | 99.10% | 99.10% |
05.07.2024 | 0.80% | 134.07 % | 135.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'891 CHF | 339'591 CHF | 99.98% | 99.98% |
04.07.2024 | 0.80% | 134.81 % | 135.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'391 CHF | 339'091 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 134.25 % | 135.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'558 CHF | 338'258 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 134.02 % | 135.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'404 CHF | 336'081 CHF | 100.00% | 100.00% |