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 | 0.48% | 82.65 % | 83.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'157 CHF | 417'157 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 83.55 % | 83.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'131 CHF | 417'131 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'687 CHF | 424'781 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'641 CHF | 457'891 CHF | 99.36% | 99.36% |
09.07.2024 | 0.49% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'786 CHF | 456'036 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'726 CHF | 452'976 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 89.30 % | 89.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'347 CHF | 449'597 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 89.45 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'669 CHF | 449'919 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 89.50 % | 89.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'414 CHF | 447'664 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'370 CHF | 442'620 CHF | 99.38% | 99.38% |