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% | 111.16 % | 112.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'499 CHF | 280'737 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 111.55 % | 112.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'962 CHF | 281'208 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 111.67 % | 112.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'126 CHF | 280'356 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 110.54 % | 111.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'557 CHF | 277'774 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 110.08 % | 110.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'404 CHF | 278'627 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 109.39 % | 110.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'807 CHF | 276'007 CHF | 99.56% | 99.56% |
05.07.2024 | 0.80% | 109.30 % | 110.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'445 CHF | 275'645 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 109.24 % | 110.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'947 CHF | 275'144 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 108.86 % | 109.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'382 CHF | 274'569 CHF | 99.76% | 99.76% |
02.07.2024 | 0.80% | 107.57 % | 108.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'555 CHF | 269'705 CHF | 100.00% | 100.00% |