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 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'026 CHF | 457'026 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 90.80 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'908 CHF | 454'908 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 89.00 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'221 CHF | 455'221 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'298 CHF | 472'298 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 497'366 | 466'053 CHF | 467'585 CHF | 99.59% | 99.59% |
08.07.2024 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'920 CHF | 466'920 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'228 CHF | 468'228 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'807 CHF | 466'807 CHF | 99.45% | 99.45% |
03.07.2024 | 0.87% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'964 CHF | 463'964 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'528 CHF | 467'528 CHF | 100.00% | 100.00% |