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 | 0.52% | 85.00 % | 85.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'994 CHF | 429'204 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'050 CHF | 429'233 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 85.55 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'823 CHF | 437'073 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'093 CHF | 471'343 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'100 CHF | 469'350 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'079 CHF | 466'329 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'461 CHF | 462'711 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 92.05 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'838 CHF | 463'088 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 92.15 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'563 CHF | 460'813 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'363 CHF | 455'613 CHF | 99.38% | 99.38% |