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 | 0.63% | 78.18 % | 78.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'389 CHF | 395'889 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 79.13 % | 79.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'368 CHF | 394'868 CHF | 78.76% | 78.76% |
11.07.2024 | 0.63% | 78.68 % | 79.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'383 CHF | 400'883 CHF | 96.25% | 96.25% |
10.07.2024 | 0.59% | 84.49 % | 84.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'846 CHF | 422'346 CHF | 94.74% | 94.74% |
09.07.2024 | 0.59% | 83.87 % | 84.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'429 CHF | 421'929 CHF | 97.75% | 97.75% |
08.07.2024 | 0.60% | 82.94 % | 83.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'829 CHF | 419'329 CHF | 99.77% | 99.77% |
05.07.2024 | 0.60% | 82.66 % | 83.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'666 CHF | 417'166 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 82.86 % | 83.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'464 CHF | 416'964 CHF | 98.26% | 98.26% |
03.07.2024 | 0.60% | 82.81 % | 83.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'291 CHF | 414'791 CHF | 100.00% | 100.00% |
02.07.2024 | 0.61% | 82.35 % | 82.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'107 CHF | 410'607 CHF | 100.00% | 100.00% |