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% | 119.54 % | 120.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'985 CHF | 301'385 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 118.87 % | 119.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'916 CHF | 299'297 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 118.86 % | 119.81 % | 245'000 | 250'000 | 249'416 | 250'000 | 297'084 CHF | 300'171 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 118.45 % | 119.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'453 CHF | 297'829 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 118.61 % | 119.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'832 CHF | 299'212 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 118.12 % | 119.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'255 CHF | 296'623 CHF | 99.10% | 99.10% |
05.07.2024 | 0.80% | 115.90 % | 116.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'033 CHF | 293'372 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 116.98 % | 117.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'626 CHF | 293'971 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 115.16 % | 116.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'190 CHF | 289'499 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 115.68 % | 116.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'643 CHF | 289'954 CHF | 100.00% | 100.00% |