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% | 128.89 % | 129.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'473 CHF | 325'071 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 128.99 % | 130.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'670 CHF | 325'269 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 129.21 % | 130.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'484 CHF | 325'079 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 128.67 % | 129.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'203 CHF | 323'778 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 128.30 % | 129.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'584 CHF | 324'159 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 127.93 % | 128.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 320'054 CHF | 322'629 CHF | 99.07% | 99.07% |
05.07.2024 | 0.80% | 128.00 % | 129.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'887 CHF | 322'462 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 127.86 % | 128.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'507 CHF | 322'081 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 127.54 % | 128.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'023 CHF | 321'585 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 126.64 % | 127.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'644 CHF | 318'177 CHF | 100.00% | 100.00% |