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 | 0.67% | 74.60 % | 75.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'016 CHF | 375'516 CHF | 99.99% | 99.99% |
12.07.2024 | 0.68% | 73.83 % | 74.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 367'396 CHF | 369'896 CHF | 78.76% | 78.76% |
11.07.2024 | 0.68% | 72.87 % | 73.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 364'057 CHF | 366'557 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 72.27 % | 72.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'587 CHF | 360'087 CHF | 94.72% | 94.72% |
09.07.2024 | 0.70% | 70.95 % | 71.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 355'753 CHF | 358'253 CHF | 97.75% | 97.75% |
08.07.2024 | 0.71% | 70.60 % | 71.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 353'189 CHF | 355'689 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 70.62 % | 71.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 355'558 CHF | 358'058 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 70.60 % | 71.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 351'349 CHF | 353'849 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 71.40 % | 71.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'144 CHF | 360'644 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 72.05 % | 72.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 359'111 CHF | 361'611 CHF | 100.00% | 100.00% |