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 | 0.87% | 95.60 % | 97.30 % | 50'000 | 50'000 | 481'399 | 481'399 | 462'564 CHF | 466'434 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 96.20 % | 97.90 % | 50'000 | 50'000 | 481'462 | 481'462 | 463'663 CHF | 467'533 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 96.60 % | 98.30 % | 50'000 | 50'000 | 481'349 | 481'349 | 464'929 CHF | 468'799 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 96.40 % | 98.10 % | 50'000 | 50'000 | 481'413 | 481'413 | 461'964 CHF | 465'834 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 95.80 % | 97.50 % | 50'000 | 50'000 | 481'245 | 481'245 | 461'096 CHF | 464'965 CHF | 99.59% | 99.59% |
08.07.2024 | 0.87% | 96.10 % | 97.70 % | 50'000 | 50'000 | 481'318 | 481'318 | 463'688 CHF | 467'557 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 94.80 % | 96.50 % | 50'000 | 50'000 | 481'330 | 481'330 | 458'170 CHF | 462'039 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 94.80 % | 96.50 % | 50'000 | 50'000 | 481'232 | 481'232 | 457'165 CHF | 461'034 CHF | 99.45% | 99.45% |
03.07.2024 | 0.88% | 94.90 % | 96.60 % | 50'000 | 50'000 | 481'344 | 481'344 | 457'574 CHF | 461'444 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 94.50 % | 96.20 % | 50'000 | 50'000 | 481'305 | 481'305 | 454'717 CHF | 458'586 CHF | 100.00% | 100.00% |