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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 486'728 | 491'252 CHF | 482'087 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'216 CHF | 490'216 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'224 CHF | 490'224 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 96.40 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'813 CHF | 484'813 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'322 CHF | 483'322 CHF | 99.59% | 99.59% |
08.07.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'501 CHF | 479'501 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'742 CHF | 485'742 CHF | 100.00% | 100.00% |
04.07.2024 | 1.04% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'403 CHF | 482'403 CHF | 99.45% | 99.45% |
03.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'535 CHF | 486'535 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'728 CHF | 487'728 CHF | 100.00% | 100.00% |