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% | 168.36 % | 169.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 424'126 CHF | 427'530 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 168.58 % | 169.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 420'932 CHF | 424'311 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 168.91 % | 170.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 424'100 CHF | 427'505 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 168.39 % | 169.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 418'306 CHF | 421'664 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 166.57 % | 167.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 417'685 CHF | 421'041 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 165.95 % | 167.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 413'954 CHF | 417'278 CHF | 99.58% | 99.58% |
05.07.2024 | 0.80% | 161.88 % | 163.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 407'027 CHF | 410'298 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 163.40 % | 164.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 407'898 CHF | 411'171 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 160.89 % | 162.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 402'074 CHF | 405'304 CHF | 99.58% | 99.58% |
02.07.2024 | 0.80% | 163.62 % | 164.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 406'937 CHF | 410'206 CHF | 100.00% | 100.00% |