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% | 111.28 % | 112.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'449 CHF | 281'695 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 111.82 % | 112.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'152 CHF | 281'401 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 111.25 % | 112.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'906 CHF | 280'131 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 110.44 % | 111.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'119 CHF | 277'322 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 109.82 % | 110.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'574 CHF | 277'788 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 109.99 % | 110.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'849 CHF | 277'051 CHF | 99.66% | 99.66% |
05.07.2024 | 0.80% | 109.72 % | 110.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'220 CHF | 277'429 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 110.08 % | 110.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'058 CHF | 277'262 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 109.79 % | 110.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'404 CHF | 276'604 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 109.64 % | 110.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'356 CHF | 275'556 CHF | 100.00% | 100.00% |