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% | 136.86 % | 137.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 345'650 CHF | 348'426 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 137.02 % | 138.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 341'942 CHF | 344'689 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 137.46 % | 138.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 345'784 CHF | 348'561 CHF | 99.95% | 99.95% |
10.07.2024 | 0.80% | 136.95 % | 138.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 339'606 CHF | 342'334 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 135.22 % | 136.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 339'388 CHF | 342'116 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 134.65 % | 135.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'215 CHF | 337'907 CHF | 99.26% | 99.26% |
05.07.2024 | 0.80% | 130.16 % | 131.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'887 CHF | 330'519 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 131.81 % | 132.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 328'913 CHF | 331'558 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 129.39 % | 130.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'486 CHF | 326'082 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 132.31 % | 133.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 328'302 CHF | 330'938 CHF | 100.00% | 100.00% |