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% | 78.80 % | 79.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 395'830 CHF | 79'566 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 79.90 % | 80.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 398'330 CHF | 79'866 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 80.00 % | 80.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 400'488 CHF | 80'298 CHF | 100.00% | 100.00% |
10.07.2024 | 0.25% | 80.60 % | 80.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 401'106 CHF | 80'421 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 80.40 % | 80.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 406'780 CHF | 81'556 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 81.80 % | 82.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 412'197 CHF | 82'639 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 82.40 % | 82.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 411'996 CHF | 82'599 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 81.90 % | 82.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 408'359 CHF | 81'872 CHF | 99.45% | 99.45% |
03.07.2024 | 0.25% | 81.00 % | 81.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 400'346 CHF | 80'269 CHF | 99.99% | 99.99% |
02.07.2024 | 0.26% | 78.40 % | 78.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 389'390 CHF | 78'078 CHF | 100.00% | 100.00% |