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% | 169.28 % | 170.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 423'549 CHF | 426'952 CHF | 88.42% | 88.42% |
12.07.2024 | 0.80% | 164.37 % | 165.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 405'915 CHF | 409'177 CHF | 98.56% | 98.56% |
11.07.2024 | 0.80% | 156.73 % | 157.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 391'848 CHF | 394'996 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 151.93 % | 153.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 364'530 CHF | 367'459 CHF | 97.53% | 97.53% |
09.07.2024 | 0.80% | 139.80 % | 140.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 354'010 CHF | 356'855 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 136.56 % | 137.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 342'021 CHF | 344'770 CHF | 99.93% | 99.93% |
05.07.2024 | 0.80% | 136.82 % | 137.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 350'662 CHF | 353'478 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 135.85 % | 136.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'393 CHF | 338'087 CHF | 80.46% | 80.46% |
03.07.2024 | 0.80% | 141.52 % | 142.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 357'794 CHF | 360'667 CHF | 96.47% | 96.47% |
02.07.2024 | 0.80% | 145.75 % | 146.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 361'833 CHF | 364'739 CHF | 95.08% | 95.08% |