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 | 0.48% | 81.85 % | 82.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'618 CHF | 414'618 CHF | 99.37% | 99.37% |
12.07.2024 | 0.48% | 83.55 % | 83.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'663 CHF | 416'663 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 82.30 % | 82.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'787 CHF | 405'787 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 80.75 % | 81.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'190 CHF | 403'190 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 78.95 % | 79.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'527 CHF | 403'527 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 81.55 % | 81.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'879 CHF | 409'879 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 81.55 % | 81.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'659 CHF | 412'659 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 81.50 % | 81.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'480 CHF | 410'480 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 81.15 % | 81.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'196 CHF | 404'196 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 78.65 % | 79.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'420 CHF | 397'420 CHF | 98.66% | 98.66% |