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% | 173.96 % | 175.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 435'680 CHF | 439'180 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 174.69 % | 176.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 434'377 CHF | 437'866 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 172.53 % | 173.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 430'379 CHF | 433'833 CHF | 25.69% | 25.69% |
10.07.2024 | 0.80% | 171.05 % | 172.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 425'732 CHF | 429'152 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 168.75 % | 170.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 424'884 CHF | 428'296 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 171.27 % | 172.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 427'432 CHF | 430'866 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 167.23 % | 168.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 422'889 CHF | 426'285 CHF | 99.96% | 99.96% |
04.07.2024 | 0.80% | 169.39 % | 170.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 423'536 CHF | 426'939 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 165.99 % | 167.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 413'329 CHF | 416'649 CHF | 99.65% | 99.65% |
02.07.2024 | 0.80% | 164.40 % | 165.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 406'379 CHF | 409'644 CHF | 99.99% | 99.99% |