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 | 0.95% | 84.62 % | 85.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'670 CHF | 211'670 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 82.63 % | 83.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'313 CHF | 208'313 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 81.42 % | 82.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'821 CHF | 201'821 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 78.86 % | 79.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'861 CHF | 199'849 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 78.07 % | 78.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'348 CHF | 197'311 CHF | 99.89% | 99.89% |
05.07.2024 | 1.00% | 78.32 % | 79.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'926 CHF | 199'918 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 78.13 % | 78.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'780 CHF | 195'724 CHF | 100.00% | 100.00% |
03.07.2024 | 0.99% | 79.68 % | 80.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'459 CHF | 202'459 CHF | 99.06% | 99.06% |
02.07.2024 | 0.99% | 81.17 % | 81.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'692 CHF | 203'692 CHF | 100.00% | 100.00% |
01.07.2024 | 0.98% | 81.88 % | 82.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'042 CHF | 206'042 CHF | 100.00% | 100.00% |