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% | 113.28 % | 114.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'342 CHF | 285'613 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 112.29 % | 113.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'577 CHF | 281'823 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 110.93 % | 111.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'164 CHF | 279'388 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 110.08 % | 110.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'637 CHF | 274'826 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 108.41 % | 109.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'495 CHF | 273'676 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 107.89 % | 108.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'750 CHF | 271'925 CHF | 99.54% | 99.54% |
05.07.2024 | 0.80% | 108.01 % | 108.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'424 CHF | 273'601 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 107.78 % | 108.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'570 CHF | 270'727 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 108.85 % | 109.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'933 CHF | 275'128 CHF | 99.06% | 99.06% |
02.07.2024 | 0.80% | 109.70 % | 110.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'364 CHF | 275'564 CHF | 100.00% | 100.00% |