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% | 114.89 % | 115.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'294 CHF | 290'610 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 115.01 % | 115.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'355 CHF | 289'655 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 115.09 % | 116.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'205 CHF | 290'524 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 114.88 % | 115.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'529 CHF | 288'829 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 114.41 % | 115.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'277 CHF | 288'577 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 114.23 % | 115.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'149 CHF | 287'444 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 113.02 % | 113.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'107 CHF | 285'382 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 113.30 % | 114.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'185 CHF | 285'460 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 112.75 % | 113.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'806 CHF | 284'072 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 113.55 % | 114.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'309 CHF | 285'587 CHF | 100.00% | 100.00% |