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 | 0.43% | 92.20 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'190 CHF | 465'190 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 92.80 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'926 CHF | 463'926 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 92.30 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'588 CHF | 462'588 CHF | 100.00% | 100.00% |
10.07.2024 | 0.44% | 91.50 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'721 CHF | 457'721 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 91.10 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'612 CHF | 459'612 CHF | 99.67% | 99.67% |
08.07.2024 | 0.44% | 91.40 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'542 CHF | 459'542 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 91.70 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'231 CHF | 462'231 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 91.70 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'658 CHF | 458'658 CHF | 99.46% | 99.46% |
03.07.2024 | 0.44% | 90.90 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'260 CHF | 457'260 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 90.40 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'418 CHF | 452'418 CHF | 100.00% | 100.00% |