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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 109.97 % | 110.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'858 CHF | 277'058 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 109.74 % | 110.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'343 CHF | 276'543 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 109.53 % | 110.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'475 CHF | 275'675 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 109.11 % | 109.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'993 CHF | 275'193 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 109.08 % | 109.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'661 CHF | 274'861 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 109.03 % | 109.91 % | 150'000 | 250'000 | 178'155 | 250'000 | 194'366 CHF | 274'945 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 108.92 % | 109.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'196 CHF | 274'378 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 109.00 % | 109.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'537 CHF | 274'735 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 109.06 % | 109.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'641 CHF | 274'841 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 109.22 % | 110.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'193 CHF | 275'393 CHF | 100.00% | 100.00% |