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% | 133.47 % | 134.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 338'853 CHF | 341'574 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 134.62 % | 135.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'056 CHF | 338'755 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 132.65 % | 133.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'129 CHF | 335'805 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 130.94 % | 131.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'731 CHF | 325'324 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 128.15 % | 129.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'428 CHF | 325'017 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 127.87 % | 128.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'432 CHF | 322'000 CHF | 99.84% | 99.84% |
05.07.2024 | 0.80% | 126.48 % | 127.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'274 CHF | 321'839 CHF | 99.98% | 99.98% |
04.07.2024 | 0.80% | 128.13 % | 129.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'892 CHF | 321'457 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 127.18 % | 128.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'094 CHF | 320'649 CHF | 99.06% | 99.06% |
02.07.2024 | 0.80% | 128.21 % | 129.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'409 CHF | 320'962 CHF | 100.00% | 100.00% |