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 | 0.88% | 93.80 % | 95.50 % | 50'000 | 50'000 | 481'390 | 481'390 | 453'723 CHF | 457'593 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 94.60 % | 96.30 % | 50'000 | 50'000 | 481'457 | 481'457 | 455'439 CHF | 459'309 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 94.90 % | 96.60 % | 50'000 | 50'000 | 481'352 | 481'352 | 456'149 CHF | 460'019 CHF | 100.00% | 100.00% |
10.07.2024 | 0.89% | 94.20 % | 95.90 % | 50'000 | 50'000 | 481'399 | 481'399 | 452'226 CHF | 456'096 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 93.60 % | 95.30 % | 50'000 | 50'000 | 481'245 | 481'245 | 452'170 CHF | 456'038 CHF | 99.59% | 99.59% |
08.07.2024 | 0.88% | 94.10 % | 95.70 % | 50'000 | 50'000 | 481'313 | 481'313 | 454'822 CHF | 458'692 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 93.40 % | 95.10 % | 50'000 | 50'000 | 481'409 | 481'409 | 451'651 CHF | 455'521 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 93.60 % | 95.30 % | 50'000 | 50'000 | 481'233 | 481'233 | 451'185 CHF | 455'053 CHF | 99.46% | 99.46% |
03.07.2024 | 0.89% | 93.40 % | 95.10 % | 50'000 | 50'000 | 481'338 | 481'338 | 449'566 CHF | 453'435 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 92.50 % | 94.20 % | 50'000 | 50'000 | 481'305 | 481'305 | 445'226 CHF | 449'095 CHF | 100.00% | 100.00% |