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 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'755 CHF | 492'755 CHF | 98.59% | 98.59% |
12.07.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 498'724 | 486'116 CHF | 489'863 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'724 CHF | 489'724 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'330 CHF | 487'330 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'161 CHF | 486'161 CHF | 99.59% | 99.59% |
08.07.2024 | 1.03% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'744 CHF | 489'744 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'915 CHF | 492'915 CHF | 96.58% | 96.58% |
04.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 499'946 | 485'645 CHF | 489'592 CHF | 99.45% | 99.45% |
03.07.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'582 CHF | 487'582 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'034 CHF | 482'034 CHF | 100.00% | 100.00% |