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 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'609 CHF | 482'609 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'654 CHF | 483'654 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'900 CHF | 482'900 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'243 CHF | 480'243 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'536 CHF | 480'536 CHF | 99.58% | 99.58% |
08.07.2024 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'955 CHF | 481'955 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'726 CHF | 479'726 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'105 CHF | 479'105 CHF | 99.45% | 99.45% |
03.07.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'618 CHF | 476'618 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'674 CHF | 472'674 CHF | 100.00% | 100.00% |