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% | 130.16 % | 131.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 325'897 CHF | 328'522 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 130.35 % | 131.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 326'183 CHF | 328'808 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 130.68 % | 131.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 325'454 CHF | 328'069 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 129.54 % | 130.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'085 CHF | 325'685 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 129.07 % | 130.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'855 CHF | 326'455 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 128.30 % | 129.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'037 CHF | 323'612 CHF | 99.19% | 99.19% |
05.07.2024 | 0.80% | 128.42 % | 129.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 320'924 CHF | 323'499 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 128.25 % | 129.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 320'429 CHF | 323'004 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 127.86 % | 128.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'858 CHF | 322'430 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 126.53 % | 127.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'050 CHF | 317'580 CHF | 100.00% | 100.00% |