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 | 0.66% | 120.50 % | 121.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 603'293 CHF | 607'293 CHF | 98.59% | 98.59% |
12.07.2024 | 0.83% | 120.10 % | 121.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 599'843 CHF | 604'843 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 119.80 % | 120.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 598'829 CHF | 603'829 CHF | 100.00% | 100.00% |
10.07.2024 | 0.67% | 119.30 % | 120.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 595'047 CHF | 599'047 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 118.80 % | 119.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 595'915 CHF | 599'915 CHF | 99.27% | 99.27% |
08.07.2024 | 0.84% | 119.00 % | 120.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 593'702 CHF | 598'702 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 117.70 % | 118.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 590'059 CHF | 595'059 CHF | 96.58% | 96.58% |
04.07.2024 | 0.67% | 118.30 % | 119.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 590'959 CHF | 594'959 CHF | 99.45% | 99.45% |
03.07.2024 | 0.68% | 117.70 % | 118.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 587'768 CHF | 591'768 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 117.00 % | 118.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 584'099 CHF | 589'099 CHF | 100.00% | 100.00% |