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% | 120.92 % | 121.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'985 CHF | 305'412 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 120.95 % | 121.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 302'261 CHF | 304'686 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 120.57 % | 121.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'361 CHF | 303'786 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 120.04 % | 121.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 299'158 CHF | 301'558 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 119.17 % | 120.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'176 CHF | 300'575 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 119.23 % | 120.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'941 CHF | 300'338 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 118.64 % | 119.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'350 CHF | 299'745 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 118.91 % | 119.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'262 CHF | 299'651 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 118.78 % | 119.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'369 CHF | 298'744 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 118.35 % | 119.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'913 CHF | 297'288 CHF | 100.00% | 100.00% |