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 | 500'000 | 491'096 CHF | 495'096 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'402 CHF | 492'402 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'823 CHF | 492'823 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'744 CHF | 500'744 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'806 CHF | 501'806 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'528 CHF | 500'528 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'409 CHF | 499'409 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'974 CHF | 498'974 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'067 CHF | 498'067 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'019 CHF | 498'019 CHF | 100.00% | 100.00% |