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 | 1.06% | 94.00 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'665 CHF | 475'665 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 498'992 | 464'335 CHF | 467'390 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'120 CHF | 465'120 CHF | 99.99% | 99.99% |
10.07.2024 | 1.10% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'556 CHF | 458'556 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 90.00 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'097 CHF | 457'097 CHF | 99.59% | 99.59% |
08.07.2024 | 0.88% | 90.00 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'009 CHF | 454'009 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 91.00 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'239 CHF | 462'239 CHF | 100.00% | 100.00% |
04.07.2024 | 1.10% | 90.60 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'407 CHF | 455'407 CHF | 99.45% | 99.45% |
03.07.2024 | 1.09% | 91.20 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'705 CHF | 462'705 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'209 CHF | 460'209 CHF | 100.00% | 100.00% |