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% | 116.11 % | 117.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'679 CHF | 294'020 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 116.31 % | 117.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'406 CHF | 292'731 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 116.27 % | 117.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'504 CHF | 293'847 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 116.13 % | 117.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'246 CHF | 291'571 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 115.50 % | 116.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'143 CHF | 291'467 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 115.24 % | 116.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'561 CHF | 289'868 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 113.55 % | 114.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'836 CHF | 287'125 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 114.15 % | 115.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'213 CHF | 287'509 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 113.22 % | 114.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'046 CHF | 285'320 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 114.25 % | 115.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'759 CHF | 287'045 CHF | 100.00% | 100.00% |