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 | 0.35% | 114.10 % | 114.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'052 CHF | 286'052 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 113.00 % | 113.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'058 CHF | 281'558 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 111.20 % | 111.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'619 CHF | 278'119 CHF | 99.98% | 99.98% |
10.07.2024 | 0.37% | 109.90 % | 110.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'109 CHF | 272'109 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 107.30 % | 107.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'154 CHF | 270'154 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 106.60 % | 106.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'707 CHF | 267'207 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 105.60 % | 105.80 % | 250'000 | 250'000 | 423'023 | 423'023 | 451'469 CHF | 452'315 CHF | 99.33% | 99.33% |
04.07.2024 | 0.38% | 105.40 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'460 CHF | 525'460 CHF | 99.46% | 99.46% |
03.07.2024 | 0.37% | 107.20 % | 107.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'335 CHF | 540'335 CHF | 99.99% | 99.99% |
02.07.2024 | 0.18% | 108.70 % | 108.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'390 CHF | 542'390 CHF | 99.99% | 99.99% |