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 | 0.54% | 91.55 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'173 CHF | 464'673 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 92.60 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'027 CHF | 463'527 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 91.80 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'543 CHF | 460'043 CHF | 99.90% | 99.90% |
10.07.2024 | 0.55% | 91.20 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'554 CHF | 457'054 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 90.80 % | 91.30 % | 500'000 | 500'000 | 500'000 | 499'989 | 455'878 CHF | 458'368 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 90.80 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'313 CHF | 456'813 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 90.60 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'726 CHF | 457'226 CHF | 100.00% | 100.00% |
04.07.2024 | 0.55% | 90.90 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'284 CHF | 456'784 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 91.00 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'141 CHF | 456'641 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 90.85 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'173 CHF | 453'673 CHF | 100.00% | 100.00% |