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 | 0.51% | 78.25 % | 78.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'345 CHF | 395'345 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 79.20 % | 79.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'099 CHF | 397'099 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 79.40 % | 79.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'364 CHF | 399'364 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'011 CHF | 400'011 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 79.80 % | 80.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'099 CHF | 405'099 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 81.00 % | 81.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'625 CHF | 409'625 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 81.40 % | 81.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'217 CHF | 409'217 CHF | 99.36% | 99.36% |
04.07.2024 | 0.49% | 80.95 % | 81.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'053 CHF | 406'053 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 80.25 % | 80.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'211 CHF | 399'211 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 78.05 % | 78.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'909 CHF | 389'909 CHF | 98.67% | 98.67% |