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 | 0.85% | 93.44 % | 94.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'004 CHF | 235'004 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 92.71 % | 93.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'617 CHF | 233'617 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 92.21 % | 93.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'248 CHF | 231'248 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.32 % | 92.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'782 CHF | 230'782 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 91.09 % | 91.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'798 CHF | 229'798 CHF | 99.60% | 99.60% |
05.07.2024 | 0.87% | 91.07 % | 91.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'636 CHF | 230'636 CHF | 99.99% | 99.99% |
04.07.2024 | 0.88% | 91.12 % | 91.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'152 CHF | 229'152 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.59 % | 92.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'288 CHF | 231'288 CHF | 99.60% | 99.60% |
02.07.2024 | 0.87% | 92.02 % | 92.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'232 CHF | 231'232 CHF | 99.99% | 99.99% |
01.07.2024 | 0.87% | 92.05 % | 92.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'954 CHF | 231'954 CHF | 100.00% | 100.00% |