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 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'549 CHF | 507'049 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.87 % | 102.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'353 CHF | 506'853 CHF | 73.38% | 73.38% |
11.07.2024 | 0.50% | 100.39 % | 100.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'559 CHF | 500'059 CHF | 65.07% | 65.07% |
10.07.2024 | 0.51% | 99.05 % | 99.55 % | 500'000 | 500'000 | 499'996 | 500'000 | 486'760 CHF | 489'264 CHF | 94.73% | 94.73% |
09.07.2024 | 0.51% | 96.73 % | 97.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'248 CHF | 488'748 CHF | 97.76% | 97.76% |
08.07.2024 | 0.51% | 97.68 % | 98.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'067 CHF | 495'567 CHF | 99.77% | 99.77% |
05.07.2024 | 0.51% | 98.37 % | 98.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'712 CHF | 494'212 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'187 CHF | 488'687 CHF | 98.25% | 98.25% |
03.07.2024 | 0.52% | 96.57 % | 97.07 % | 500'000 | 500'000 | 499'985 | 500'000 | 479'105 CHF | 481'619 CHF | 99.57% | 99.57% |
02.07.2024 | 0.53% | 94.28 % | 94.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'272 CHF | 470'772 CHF | 100.00% | 100.00% |