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% | 76.60 % | 77.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 387'746 CHF | 77'949 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 79.55 % | 79.95 % | 500'000 | 100'000 | 500'000 | 100'000 | 395'115 CHF | 79'423 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 79.85 % | 80.25 % | 500'000 | 100'000 | 500'000 | 100'000 | 397'964 CHF | 79'993 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 79.45 % | 79.85 % | 500'000 | 100'000 | 500'000 | 100'000 | 390'630 CHF | 78'526 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 78.00 % | 78.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 397'667 CHF | 79'933 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 80.90 % | 81.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 400'220 CHF | 80'444 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 80.30 % | 80.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 407'509 CHF | 81'902 CHF | 99.38% | 99.38% |
04.07.2024 | 0.52% | 76.20 % | 76.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 383'409 CHF | 77'082 CHF | 99.38% | 99.38% |
03.07.2024 | 0.53% | 76.55 % | 76.95 % | 500'000 | 100'000 | 500'000 | 100'000 | 378'071 CHF | 76'013 CHF | 99.38% | 99.38% |
02.07.2024 | 0.48% | 73.70 % | 74.05 % | 500'000 | 100'000 | 500'000 | 100'000 | 366'631 CHF | 73'677 CHF | 99.36% | 99.36% |