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 | 0.70% | 112.66 % | 113.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'780 CHF | 284'780 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 112.90 % | 113.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'984 CHF | 283'984 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 113.07 % | 113.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'103 CHF | 285'103 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 112.74 % | 113.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'946 CHF | 282'946 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 111.93 % | 112.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'323 CHF | 282'323 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 111.92 % | 112.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'572 CHF | 281'572 CHF | 99.25% | 99.25% |
05.07.2024 | 0.72% | 110.60 % | 111.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'210 CHF | 279'210 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 111.06 % | 111.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'377 CHF | 279'377 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 110.15 % | 110.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'031 CHF | 277'031 CHF | 99.71% | 99.71% |
02.07.2024 | 0.72% | 110.91 % | 111.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'517 CHF | 278'517 CHF | 100.00% | 100.00% |