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% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'448 CHF | 493'448 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'570 CHF | 491'570 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 499'435 | 486'690 CHF | 490'135 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'320 CHF | 489'320 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 499'916 | 499'916 | 482'377 CHF | 486'376 CHF | 99.58% | 99.58% |
08.07.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'222 CHF | 487'222 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'071 CHF | 488'071 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'005 CHF | 487'005 CHF | 99.45% | 99.45% |
03.07.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 499'937 | 499'937 | 482'160 CHF | 486'160 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'851 CHF | 489'851 CHF | 100.00% | 100.00% |