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% | 109.64 % | 110.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'578 CHF | 277'793 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 109.26 % | 110.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'093 CHF | 273'272 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 107.37 % | 108.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'134 CHF | 270'286 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 106.05 % | 106.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'070 CHF | 263'172 CHF | 99.99% | 99.99% |
09.07.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'483 CHF | 262'574 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'318 CHF | 258'375 CHF | 99.80% | 99.80% |
05.07.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'565 CHF | 260'640 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'175 CHF | 256'216 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.27 % | 105.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'285 CHF | 263'383 CHF | 99.07% | 99.07% |
02.07.2024 | 0.80% | 105.29 % | 106.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'072 CHF | 263'173 CHF | 99.99% | 99.99% |