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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.89% | 90.16 % | 90.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'686 CHF | 226'686 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 89.24 % | 90.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'917 CHF | 224'917 CHF | 99.98% | 99.98% |
10.07.2024 | 0.91% | 88.64 % | 89.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'785 CHF | 221'785 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 87.38 % | 88.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'022 CHF | 221'022 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 87.06 % | 87.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'768 CHF | 219'768 CHF | 99.80% | 99.80% |
05.07.2024 | 0.91% | 87.08 % | 87.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'941 CHF | 220'941 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 87.09 % | 87.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'910 CHF | 218'910 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 87.75 % | 88.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'872 CHF | 221'872 CHF | 99.84% | 99.84% |
02.07.2024 | 0.87% | 91.34 % | 92.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'599 CHF | 229'599 CHF | 100.00% | 100.00% |
01.07.2024 | 0.87% | 91.59 % | 92.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'715 CHF | 230'715 CHF | 100.00% | 100.00% |