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% | 114.89 % | 115.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'908 CHF | 291'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 113.33 % | 114.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'905 CHF | 286'186 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 110.60 % | 111.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'860 CHF | 280'092 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 109.04 % | 109.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'610 CHF | 268'750 CHF | 96.11% | 96.11% |
09.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'356 CHF | 259'423 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'351 CHF | 253'370 CHF | 99.81% | 99.81% |
05.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'699 CHF | 255'736 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'869 CHF | 249'869 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'601 CHF | 253'623 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'256 CHF | 95.09% | 95.09% |