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 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'038 CHF | 481'038 CHF | 98.36% | 98.36% |
12.07.2024 | 1.04% | 95.80 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'354 CHF | 482'354 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'726 CHF | 485'726 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'574 CHF | 482'574 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'057 CHF | 482'057 CHF | 99.58% | 99.58% |
08.07.2024 | 1.04% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'806 CHF | 484'806 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'766 CHF | 504'766 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'604 CHF | 505'604 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'013 CHF | 504'013 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'251 CHF | 504'251 CHF | 100.00% | 100.00% |