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% | 150.69 % | 151.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 376'872 CHF | 379'898 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 151.97 % | 153.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 379'145 CHF | 382'192 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 150.76 % | 151.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 376'787 CHF | 379'812 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 150.17 % | 151.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 374'220 CHF | 377'224 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 148.45 % | 149.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 373'183 CHF | 376'178 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 151.57 % | 152.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 380'449 CHF | 383'503 CHF | 99.90% | 99.90% |
05.07.2024 | 0.80% | 151.05 % | 152.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 380'871 CHF | 383'928 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 153.37 % | 154.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 382'352 CHF | 385'424 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 150.65 % | 151.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 375'891 CHF | 378'912 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 148.98 % | 150.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 372'137 CHF | 375'126 CHF | 100.00% | 100.00% |