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 | 0.53% | 75.45 % | 75.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'296 CHF | 381'296 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 76.55 % | 76.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'848 CHF | 382'848 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 75.85 % | 76.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'897 CHF | 376'785 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 75.00 % | 75.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'519 CHF | 375'327 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 73.85 % | 74.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'789 CHF | 375'665 CHF | 99.37% | 99.37% |
08.07.2024 | 0.53% | 75.50 % | 75.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'585 CHF | 379'585 CHF | 99.36% | 99.36% |
05.07.2024 | 0.53% | 75.50 % | 75.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'374 CHF | 381'374 CHF | 99.36% | 99.36% |
04.07.2024 | 0.53% | 75.55 % | 75.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'172 CHF | 380'172 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 75.35 % | 75.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'549 CHF | 376'495 CHF | 99.17% | 99.17% |
02.07.2024 | 0.47% | 73.95 % | 74.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'969 CHF | 372'719 CHF | 98.67% | 98.67% |