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 | 0.47% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'684 CHF | 422'684 CHF | 99.38% | 99.38% |
12.07.2024 | 0.47% | 84.55 % | 84.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'509 CHF | 422'509 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 83.70 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'315 CHF | 419'315 CHF | 99.36% | 99.36% |
10.07.2024 | 0.48% | 83.35 % | 83.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'227 CHF | 417'227 CHF | 99.36% | 99.36% |
09.07.2024 | 0.48% | 82.95 % | 83.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'697 CHF | 418'697 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 83.00 % | 83.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'634 CHF | 417'634 CHF | 99.38% | 99.38% |
05.07.2024 | 0.48% | 82.80 % | 83.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'664 CHF | 417'664 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'087 CHF | 418'087 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'412 CHF | 416'412 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 82.90 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'632 CHF | 413'632 CHF | 99.38% | 99.38% |