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 | 0.50% | 88.65 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'384 CHF | 448'634 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 89.20 % | 89.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'312 CHF | 445'562 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 88.55 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'993 CHF | 443'243 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 88.15 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'179 CHF | 444'429 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 88.50 % | 88.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'696 CHF | 446'946 CHF | 67.71% | 67.71% |
08.07.2024 | 0.51% | 88.70 % | 89.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'482 CHF | 444'732 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 87.20 % | 87.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'882 CHF | 439'132 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 87.50 % | 87.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'488 CHF | 441'738 CHF | 98.55% | 98.55% |
03.07.2024 | 0.51% | 88.50 % | 88.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'602 CHF | 443'852 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 88.50 % | 88.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'723 CHF | 441'973 CHF | 99.37% | 99.37% |