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% | 78.90 % | 79.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'770 CHF | 398'770 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'680 CHF | 400'680 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 80.10 % | 80.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'872 CHF | 402'872 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 80.65 % | 81.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'471 CHF | 403'471 CHF | 99.37% | 99.37% |
09.07.2024 | 0.49% | 80.50 % | 80.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'026 CHF | 409'026 CHF | 99.38% | 99.38% |
08.07.2024 | 0.48% | 81.90 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'392 CHF | 414'392 CHF | 99.36% | 99.36% |
05.07.2024 | 0.48% | 82.40 % | 82.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'304 CHF | 414'304 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 81.95 % | 82.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'834 CHF | 410'834 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 81.15 % | 81.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'270 CHF | 402'270 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 78.60 % | 79.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'394 CHF | 392'394 CHF | 98.66% | 98.66% |