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% | 110.37 % | 111.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'003 CHF | 277'216 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 108.98 % | 109.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'434 CHF | 273'612 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 107.76 % | 108.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'028 CHF | 271'186 CHF | 99.93% | 99.93% |
10.07.2024 | 0.80% | 107.21 % | 108.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'026 CHF | 267'154 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 105.05 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'360 CHF | 265'475 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 104.68 % | 105.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'512 CHF | 263'612 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 104.67 % | 105.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'289 CHF | 265'407 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.63 % | 105.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'844 CHF | 262'942 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 106.29 % | 107.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'256 CHF | 268'394 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 107.30 % | 108.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'162 CHF | 269'308 CHF | 99.99% | 99.99% |