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% | 112.58 % | 113.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'879 CHF | 284'141 CHF | 88.68% | 88.68% |
12.07.2024 | 0.80% | 110.27 % | 111.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'195 CHF | 276'395 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 107.34 % | 108.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'633 CHF | 270'790 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 105.80 % | 106.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'566 CHF | 261'648 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'420 CHF | 257'473 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'033 CHF | 253'052 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'307 CHF | 255'342 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'482 CHF | 250'482 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'155 CHF | 256'197 CHF | 99.07% | 99.07% |
02.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'828 CHF | 256'877 CHF | 99.99% | 99.99% |