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% | 109.01 % | 109.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'100 CHF | 275'296 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 108.53 % | 109.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'529 CHF | 273'704 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 107.65 % | 108.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'451 CHF | 271'616 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 107.00 % | 107.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'719 CHF | 267'847 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 104.84 % | 105.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'984 CHF | 265'098 CHF | 99.99% | 99.99% |
08.07.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'978 CHF | 263'078 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 104.35 % | 105.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'899 CHF | 263'999 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.25 % | 105.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'911 CHF | 262'000 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.40 % | 105.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'409 CHF | 263'509 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 104.47 % | 105.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'394 CHF | 263'494 CHF | 100.00% | 100.00% |