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% | 113.38 % | 114.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'519 CHF | 286'806 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 113.67 % | 114.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'122 CHF | 286'396 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 113.66 % | 114.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'846 CHF | 287'136 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 113.50 % | 114.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'167 CHF | 285'442 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 113.21 % | 114.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'719 CHF | 285'994 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 113.38 % | 114.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'823 CHF | 285'095 CHF | 99.33% | 99.33% |
05.07.2024 | 0.80% | 112.15 % | 113.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'496 CHF | 282'746 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 112.05 % | 112.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'247 CHF | 282'497 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 111.72 % | 112.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'384 CHF | 281'633 CHF | 99.65% | 99.65% |
02.07.2024 | 0.80% | 112.39 % | 113.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'395 CHF | 282'648 CHF | 100.00% | 100.00% |