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% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'408 CHF | 446'658 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 87.95 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'984 CHF | 440'234 CHF | 90.89% | 90.89% |
11.07.2024 | 0.52% | 86.80 % | 87.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'582 CHF | 435'832 CHF | 99.37% | 99.37% |
10.07.2024 | 0.53% | 86.10 % | 86.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'816 CHF | 428'066 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 84.55 % | 84.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'079 CHF | 426'214 CHF | 67.72% | 67.72% |
08.07.2024 | 0.47% | 84.10 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'676 CHF | 422'676 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 84.15 % | 84.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'672 CHF | 425'827 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 84.15 % | 84.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'613 CHF | 420'613 CHF | 98.56% | 98.56% |
03.07.2024 | 0.53% | 85.15 % | 85.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'188 CHF | 429'438 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'619 CHF | 430'869 CHF | 99.38% | 99.38% |