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 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'607 CHF | 492'607 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'196 CHF | 494'196 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 499'750 | 487'640 CHF | 491'395 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'634 CHF | 489'634 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'655 CHF | 489'655 CHF | 99.58% | 99.58% |
08.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'605 CHF | 490'605 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'700 CHF | 491'700 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'250 CHF | 492'250 CHF | 99.45% | 99.45% |
03.07.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'103 CHF | 491'103 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'651 CHF | 486'651 CHF | 100.00% | 100.00% |