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% | 79.50 % | 79.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'809 CHF | 401'809 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 80.75 % | 81.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'530 CHF | 403'530 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 80.00 % | 80.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'961 CHF | 396'961 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 79.00 % | 79.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'286 CHF | 395'286 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 77.75 % | 78.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'658 CHF | 395'658 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 79.55 % | 79.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'843 CHF | 399'843 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'970 CHF | 401'970 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'508 CHF | 400'508 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 79.35 % | 79.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'389 CHF | 396'389 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 77.80 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'297 CHF | 392'297 CHF | 98.67% | 98.67% |