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 | 0.58% | 85.72 % | 86.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'640 CHF | 429'140 CHF | 91.00% | 91.00% |
12.07.2024 | 0.53% | 95.59 % | 96.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'275 CHF | 476'775 CHF | 78.76% | 78.76% |
11.07.2024 | 0.53% | 94.47 % | 94.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'170 CHF | 473'670 CHF | 99.99% | 99.99% |
10.07.2024 | 0.54% | 93.01 % | 93.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'006 CHF | 465'506 CHF | 94.73% | 94.73% |
09.07.2024 | 0.54% | 92.57 % | 93.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'614 CHF | 468'114 CHF | 97.76% | 97.76% |
08.07.2024 | 0.53% | 93.37 % | 93.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'700 CHF | 472'200 CHF | 99.77% | 99.77% |
05.07.2024 | 0.52% | 94.00 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'891 CHF | 478'391 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 94.71 % | 95.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'357 CHF | 474'857 CHF | 98.25% | 98.25% |
03.07.2024 | 0.53% | 94.21 % | 94.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'037 CHF | 471'537 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 92.90 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'947 CHF | 462'447 CHF | 100.00% | 100.00% |