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% | 125.80 % | 126.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'251 CHF | 319'800 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 126.39 % | 127.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 314'823 CHF | 317'350 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 127.33 % | 128.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'496 CHF | 321'054 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 126.93 % | 127.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 314'724 CHF | 317'254 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 124.35 % | 125.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 312'117 CHF | 314'624 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 123.76 % | 124.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 311'709 CHF | 314'212 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 120.86 % | 121.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'444 CHF | 306'890 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 121.73 % | 122.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'797 CHF | 306'239 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 118.84 % | 119.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'615 CHF | 298'998 CHF | 98.48% | 98.48% |
02.07.2024 | 0.80% | 121.62 % | 122.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 301'643 CHF | 304'066 CHF | 99.98% | 99.98% |