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 | 0.54% | 92.06 % | 92.56 % | 500'000 | 250'000 | 500'000 | 250'000 | 462'258 CHF | 232'379 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 93.64 % | 94.14 % | 500'000 | 250'000 | 500'000 | 250'000 | 463'489 CHF | 232'995 CHF | 73.38% | 73.38% |
11.07.2024 | 0.55% | 92.30 % | 92.80 % | 500'000 | 250'000 | 500'000 | 250'000 | 456'988 CHF | 229'744 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 91.07 % | 91.57 % | 500'000 | 250'000 | 500'000 | 249'998 | 448'122 CHF | 225'309 CHF | 94.72% | 94.72% |
09.07.2024 | 0.56% | 89.11 % | 89.61 % | 500'000 | 250'000 | 500'000 | 250'000 | 448'780 CHF | 225'640 CHF | 97.77% | 97.77% |
08.07.2024 | 0.55% | 90.21 % | 90.71 % | 500'000 | 250'000 | 500'000 | 250'000 | 456'151 CHF | 229'325 CHF | 99.78% | 99.78% |
05.07.2024 | 0.55% | 91.19 % | 91.69 % | 500'000 | 250'000 | 500'000 | 250'000 | 455'455 CHF | 228'978 CHF | 100.00% | 100.00% |
04.07.2024 | 0.55% | 90.09 % | 90.59 % | 500'000 | 250'000 | 500'000 | 250'000 | 450'478 CHF | 226'489 CHF | 98.26% | 98.26% |
03.07.2024 | 0.56% | 89.47 % | 89.97 % | 500'000 | 250'000 | 500'000 | 249'997 | 445'059 CHF | 223'777 CHF | 100.00% | 100.00% |
02.07.2024 | 0.57% | 88.12 % | 88.62 % | 500'000 | 250'000 | 500'000 | 250'000 | 438'453 CHF | 220'476 CHF | 100.00% | 100.00% |