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 | 0.50% | 88.20 % | 88.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'644 CHF | 447'894 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'430 CHF | 447'680 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 88.65 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'079 CHF | 444'329 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'824 CHF | 442'074 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 87.90 % | 88.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'328 CHF | 443'578 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 87.90 % | 88.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'219 CHF | 442'469 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 87.65 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'238 CHF | 442'488 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 88.15 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'661 CHF | 442'911 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 88.05 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'873 CHF | 441'123 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 87.80 % | 88.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'938 CHF | 438'188 CHF | 99.38% | 99.38% |