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 | 0.71% | 41.80 % | 42.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 212'235 CHF | 42'749 CHF | 99.38% | 99.38% |
12.07.2024 | 0.79% | 43.95 % | 44.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 217'926 CHF | 43'931 CHF | 99.39% | 99.39% |
11.07.2024 | 0.79% | 44.20 % | 44.55 % | 500'000 | 100'000 | 500'000 | 100'000 | 220'321 CHF | 44'414 CHF | 99.38% | 99.38% |
10.07.2024 | 0.73% | 44.05 % | 44.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 215'560 CHF | 43'429 CHF | 99.39% | 99.39% |
09.07.2024 | 0.79% | 43.05 % | 43.35 % | 500'000 | 100'000 | 500'000 | 100'000 | 220'720 CHF | 44'493 CHF | 99.38% | 99.38% |
08.07.2024 | 0.78% | 45.20 % | 45.55 % | 500'000 | 100'000 | 500'000 | 100'000 | 222'988 CHF | 44'948 CHF | 99.36% | 99.36% |
05.07.2024 | 0.76% | 44.90 % | 45.25 % | 500'000 | 100'000 | 500'000 | 100'000 | 229'348 CHF | 46'220 CHF | 99.38% | 99.38% |
04.07.2024 | 0.72% | 42.25 % | 42.55 % | 500'000 | 100'000 | 500'000 | 100'000 | 212'898 CHF | 42'889 CHF | 99.38% | 99.38% |
03.07.2024 | 0.71% | 42.55 % | 42.85 % | 500'000 | 100'000 | 500'000 | 100'000 | 209'643 CHF | 42'229 CHF | 99.38% | 99.38% |
02.07.2024 | 0.74% | 40.60 % | 40.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 201'786 CHF | 40'657 CHF | 99.37% | 99.37% |