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 | 0.78% | 63.15 % | 63.65 % | 500'000 | 50'000 | 500'000 | 50'000 | 317'187 CHF | 31'967 CHF | 99.38% | 99.38% |
12.07.2024 | 0.78% | 64.35 % | 64.85 % | 500'000 | 50'000 | 500'000 | 50'000 | 318'155 CHF | 32'066 CHF | 99.38% | 99.38% |
11.07.2024 | 0.73% | 63.35 % | 63.85 % | 500'000 | 50'000 | 500'000 | 50'000 | 313'547 CHF | 31'583 CHF | 99.38% | 99.38% |
10.07.2024 | 0.73% | 62.55 % | 63.00 % | 500'000 | 50'000 | 500'000 | 50'000 | 307'331 CHF | 30'958 CHF | 99.38% | 99.38% |
09.07.2024 | 0.73% | 61.10 % | 61.55 % | 500'000 | 50'000 | 500'000 | 50'000 | 308'040 CHF | 31'029 CHF | 99.38% | 99.38% |
08.07.2024 | 0.74% | 61.95 % | 62.40 % | 500'000 | 50'000 | 500'000 | 50'000 | 313'567 CHF | 31'590 CHF | 99.36% | 99.36% |
05.07.2024 | 0.72% | 62.70 % | 63.15 % | 500'000 | 50'000 | 500'000 | 50'000 | 313'190 CHF | 31'544 CHF | 99.38% | 99.38% |
04.07.2024 | 0.72% | 61.90 % | 62.35 % | 500'000 | 50'000 | 500'000 | 50'000 | 309'542 CHF | 31'179 CHF | 99.38% | 99.38% |
03.07.2024 | 0.73% | 61.50 % | 61.95 % | 500'000 | 50'000 | 500'000 | 50'000 | 305'921 CHF | 30'817 CHF | 99.38% | 99.38% |
02.07.2024 | 0.74% | 60.55 % | 61.00 % | 500'000 | 50'000 | 500'000 | 50'000 | 301'105 CHF | 30'336 CHF | 99.37% | 99.37% |