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% | 114.29 % | 115.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'772 CHF | 289'072 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 114.63 % | 115.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'257 CHF | 288'557 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 114.32 % | 115.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'612 CHF | 287'912 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 113.76 % | 114.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'850 CHF | 286'125 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 113.33 % | 114.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'826 CHF | 286'102 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 113.31 % | 114.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'294 CHF | 285'569 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 113.05 % | 113.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'280 CHF | 285'555 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 113.24 % | 114.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'939 CHF | 285'214 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 112.86 % | 113.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'924 CHF | 284'196 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 112.70 % | 113.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'428 CHF | 283'682 CHF | 100.00% | 100.00% |