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 | 0.30% | 82.08 % | 82.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'761 CHF | 414'009 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 82.18 % | 82.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'790 CHF | 413'033 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 82.58 % | 82.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'305 CHF | 411'547 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 81.38 % | 81.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'308 CHF | 406'558 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 81.08 % | 81.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'076 CHF | 409'326 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 80.58 % | 80.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'769 CHF | 405'017 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 80.58 % | 80.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'968 CHF | 404'218 CHF | 97.13% | 97.13% |
04.07.2024 | 0.37% | 80.28 % | 80.53 % | 500'000 | 500'000 | 472'442 | 472'442 | 379'412 CHF | 380'703 CHF | 99.45% | 99.45% |
03.07.2024 | 0.56% | 80.18 % | 80.83 % | 250'000 | 250'000 | 375'538 | 375'538 | 302'046 CHF | 303'482 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 78.78 % | 79.43 % | 250'000 | 250'000 | 261'310 | 261'310 | 204'817 CHF | 206'424 CHF | 100.00% | 100.00% |