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 | 0.79% | 82.65 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'723 CHF | 414'973 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 82.55 % | 83.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'274 CHF | 414'524 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 82.25 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'341 CHF | 421'591 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 84.75 % | 85.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'343 CHF | 428'343 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 84.70 % | 85.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'395 CHF | 429'145 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 85.55 % | 86.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'995 CHF | 433'995 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 85.40 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'962 CHF | 431'962 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 85.20 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'134 CHF | 431'134 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 86.15 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'984 CHF | 429'984 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 84.00 % | 84.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'437 CHF | 423'687 CHF | 99.86% | 99.86% |