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% | 111.14 % | 112.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'242 CHF | 279'467 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 110.74 % | 111.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'424 CHF | 277'631 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 109.96 % | 110.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'788 CHF | 275'990 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 108.93 % | 109.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'416 CHF | 272'591 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 107.32 % | 108.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'199 CHF | 271'360 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 107.27 % | 108.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'430 CHF | 270'582 CHF | 99.25% | 99.25% |
05.07.2024 | 0.80% | 107.96 % | 108.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'249 CHF | 270'402 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 106.71 % | 107.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'851 CHF | 269'001 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 106.76 % | 107.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'213 CHF | 265'324 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 104.26 % | 105.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'880 CHF | 262'980 CHF | 100.00% | 100.00% |