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 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 499'898 | 499'898 | 477'592 CHF | 481'591 CHF | 99.99% | 99.99% |
12.07.2024 | 1.04% | 96.20 % | 97.20 % | 500'000 | 500'000 | 499'957 | 499'957 | 478'937 CHF | 483'937 CHF | 100.00% | 100.00% |
11.07.2024 | 1.06% | 95.90 % | 96.90 % | 500'000 | 500'000 | 499'972 | 499'972 | 471'451 CHF | 476'450 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'002 CHF | 470'002 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 93.00 % | 93.80 % | 500'000 | 500'000 | 499'950 | 499'950 | 464'219 CHF | 468'219 CHF | 99.58% | 99.58% |
08.07.2024 | 1.07% | 93.30 % | 94.30 % | 500'000 | 500'000 | 499'944 | 499'881 | 466'008 CHF | 470'949 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 95.80 % | 96.80 % | 500'000 | 500'000 | 499'901 | 499'901 | 482'116 CHF | 487'116 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'242 CHF | 485'242 CHF | 99.45% | 99.45% |
03.07.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 499'944 | 499'944 | 484'326 CHF | 488'325 CHF | 99.99% | 99.99% |
02.07.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 499'724 | 499'724 | 487'251 CHF | 492'249 CHF | 100.00% | 100.00% |