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 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'814 CHF | 491'814 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'305 CHF | 493'305 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'508 CHF | 495'508 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'691 CHF | 489'691 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'765 CHF | 486'765 CHF | 99.58% | 99.58% |
08.07.2024 | 1.03% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'757 CHF | 486'757 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 499'942 | 476'578 CHF | 481'522 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'072 CHF | 480'072 CHF | 99.45% | 99.45% |
03.07.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'312 CHF | 480'312 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 94.60 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'926 CHF | 477'926 CHF | 99.99% | 99.99% |