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 | 0.18% | 112.50 % | 112.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'935 CHF | 281'435 CHF | 99.99% | 99.99% |
12.07.2024 | 0.36% | 111.20 % | 111.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'636 CHF | 277'636 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 109.50 % | 109.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'490 CHF | 274'490 CHF | 99.99% | 99.99% |
10.07.2024 | 0.19% | 108.50 % | 108.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'200 CHF | 268'700 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 106.30 % | 106.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'516 CHF | 267'016 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 105.60 % | 106.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'073 CHF | 265'073 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 105.60 % | 106.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'274 CHF | 267'274 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 105.70 % | 105.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'657 CHF | 263'157 CHF | 99.46% | 99.46% |
03.07.2024 | 0.19% | 107.20 % | 107.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'862 CHF | 269'362 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 108.20 % | 108.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'669 CHF | 270'669 CHF | 100.00% | 100.00% |