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 | 0.49% | 61.10 % | 61.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 306'774 CHF | 308'274 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 62.20 % | 62.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 307'696 CHF | 309'196 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 61.30 % | 61.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 303'341 CHF | 304'841 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 60.50 % | 60.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 297'590 CHF | 299'090 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 59.15 % | 59.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 298'162 CHF | 299'662 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 59.95 % | 60.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 303'460 CHF | 304'960 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 60.70 % | 61.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 303'114 CHF | 304'614 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 59.95 % | 60.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 299'756 CHF | 301'256 CHF | 99.37% | 99.37% |
03.07.2024 | 0.51% | 59.60 % | 59.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 296'270 CHF | 297'770 CHF | 99.39% | 99.39% |
02.07.2024 | 0.51% | 58.65 % | 58.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 291'842 CHF | 293'342 CHF | 99.37% | 99.37% |