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% | 114.18 % | 115.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'554 CHF | 288'854 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 114.28 % | 115.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'456 CHF | 287'755 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 114.40 % | 115.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'437 CHF | 288'737 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 114.17 % | 115.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'562 CHF | 286'844 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 113.56 % | 114.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'224 CHF | 286'502 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 113.38 % | 114.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'081 CHF | 285'355 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 112.08 % | 112.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'827 CHF | 283'077 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 112.39 % | 113.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'953 CHF | 283'203 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 111.83 % | 112.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'591 CHF | 281'841 CHF | 99.89% | 99.89% |
02.07.2024 | 0.80% | 112.78 % | 113.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'318 CHF | 283'576 CHF | 100.00% | 100.00% |