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% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'931 CHF | 490'931 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'979 CHF | 489'979 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'830 CHF | 488'830 CHF | 99.99% | 99.99% |
10.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'932 CHF | 497'932 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'251 CHF | 499'251 CHF | 99.28% | 99.28% |
08.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'451 CHF | 498'451 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'992 CHF | 497'992 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'619 CHF | 496'619 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'008 CHF | 494'008 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'832 CHF | 490'832 CHF | 100.00% | 100.00% |