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 | 0.63% | 78.61 % | 79.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'298 CHF | 395'798 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 77.89 % | 78.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'643 CHF | 390'143 CHF | 78.76% | 78.76% |
11.07.2024 | 0.65% | 76.89 % | 77.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'096 CHF | 386'596 CHF | 100.00% | 100.00% |
10.07.2024 | 0.66% | 76.24 % | 76.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'468 CHF | 379'968 CHF | 94.73% | 94.73% |
09.07.2024 | 0.66% | 74.93 % | 75.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'706 CHF | 378'206 CHF | 97.77% | 97.77% |
08.07.2024 | 0.67% | 74.57 % | 75.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'064 CHF | 375'564 CHF | 99.77% | 99.77% |
05.07.2024 | 0.66% | 74.60 % | 75.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'469 CHF | 377'969 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 74.57 % | 75.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'174 CHF | 373'674 CHF | 98.27% | 98.27% |
03.07.2024 | 0.66% | 75.66 % | 76.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'430 CHF | 381'930 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 76.04 % | 76.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'944 CHF | 381'444 CHF | 100.00% | 100.00% |