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% | 135.14 % | 136.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'752 CHF | 340'465 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 135.08 % | 136.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'722 CHF | 340'440 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 135.07 % | 136.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'636 CHF | 340'336 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 134.96 % | 136.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'294 CHF | 339'994 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 134.97 % | 136.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'402 CHF | 340'102 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 135.07 % | 136.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'620 CHF | 340'320 CHF | 99.55% | 99.55% |
05.07.2024 | 0.80% | 135.06 % | 136.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'686 CHF | 340'386 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 135.04 % | 136.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'566 CHF | 340'266 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 134.82 % | 135.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'046 CHF | 339'746 CHF | 99.76% | 99.76% |
02.07.2024 | 0.80% | 134.84 % | 135.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'033 CHF | 339'733 CHF | 100.00% | 100.00% |