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 | 0.88% | 90.00 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'997 CHF | 457'997 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 91.10 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'750 CHF | 457'750 CHF | 100.00% | 100.00% |
11.07.2024 | 1.09% | 90.20 % | 91.20 % | 500'000 | 500'000 | 500'000 | 499'749 | 455'644 CHF | 460'410 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'495 CHF | 476'495 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'126 CHF | 472'126 CHF | 99.27% | 99.27% |
08.07.2024 | 1.06% | 93.10 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'304 CHF | 472'304 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'103 CHF | 473'103 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'581 CHF | 470'581 CHF | 99.45% | 99.45% |
03.07.2024 | 0.86% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'121 CHF | 468'121 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 94.40 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'077 CHF | 474'077 CHF | 100.00% | 100.00% |