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% | 133.05 % | 134.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'123 CHF | 335'797 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 133.43 % | 134.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'445 CHF | 334'103 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 132.70 % | 133.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 331'542 CHF | 334'207 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 132.34 % | 133.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'526 CHF | 337'219 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 134.82 % | 135.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'490 CHF | 339'190 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 134.29 % | 135.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 335'604 CHF | 338'304 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 134.74 % | 135.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 336'792 CHF | 339'495 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 135.53 % | 136.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 338'176 CHF | 340'897 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 135.10 % | 136.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 338'040 CHF | 340'761 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 134.54 % | 135.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 337'686 CHF | 340'400 CHF | 100.00% | 100.00% |