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% | 77.45 % | 77.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'039 CHF | 391'039 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 78.35 % | 78.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'706 CHF | 392'706 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 78.50 % | 78.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'989 CHF | 394'989 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 79.05 % | 79.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'621 CHF | 395'621 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 78.90 % | 79.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'444 CHF | 400'444 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 80.05 % | 80.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'659 CHF | 404'659 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 80.40 % | 80.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'128 CHF | 404'128 CHF | 99.36% | 99.36% |
04.07.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'088 CHF | 401'088 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 79.30 % | 79.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'601 CHF | 394'601 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 77.20 % | 77.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'739 CHF | 385'739 CHF | 98.66% | 98.66% |