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 | 0.82% | 59.90 % | 60.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 302'475 CHF | 304'975 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 61.89 % | 62.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 307'422 CHF | 309'922 CHF | 73.40% | 73.40% |
11.07.2024 | 0.80% | 62.08 % | 62.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 309'699 CHF | 312'199 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 61.80 % | 62.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 304'503 CHF | 307'003 CHF | 94.73% | 94.73% |
09.07.2024 | 0.81% | 60.81 % | 61.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 309'129 CHF | 311'629 CHF | 97.75% | 97.75% |
08.07.2024 | 0.80% | 62.80 % | 63.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 311'104 CHF | 313'604 CHF | 99.77% | 99.77% |
05.07.2024 | 0.79% | 62.48 % | 62.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 316'907 CHF | 319'407 CHF | 99.33% | 99.33% |
04.07.2024 | 0.83% | 59.77 % | 60.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 300'410 CHF | 302'910 CHF | 98.26% | 98.26% |
03.07.2024 | 0.84% | 59.97 % | 60.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 296'815 CHF | 299'315 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 58.06 % | 58.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 289'065 CHF | 291'565 CHF | 99.27% | 99.27% |