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 | 0.51% | 57.85 % | 58.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 290'687 CHF | 292'187 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 59.00 % | 59.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 291'590 CHF | 293'090 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 58.10 % | 58.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 287'380 CHF | 288'880 CHF | 99.38% | 99.38% |
10.07.2024 | 0.53% | 57.35 % | 57.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 281'809 CHF | 283'309 CHF | 99.38% | 99.38% |
09.07.2024 | 0.53% | 56.05 % | 56.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'417 CHF | 283'917 CHF | 99.38% | 99.38% |
08.07.2024 | 0.52% | 56.80 % | 57.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 287'470 CHF | 288'970 CHF | 99.36% | 99.36% |
05.07.2024 | 0.52% | 57.50 % | 57.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 287'121 CHF | 288'621 CHF | 99.38% | 99.38% |
04.07.2024 | 0.53% | 56.75 % | 57.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 283'897 CHF | 285'397 CHF | 99.38% | 99.38% |
03.07.2024 | 0.53% | 56.40 % | 56.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 280'566 CHF | 282'066 CHF | 99.38% | 99.38% |
02.07.2024 | 0.54% | 55.55 % | 55.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 276'257 CHF | 277'757 CHF | 99.38% | 99.38% |