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 | 0.35% | 89.40 % | 89.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'540 CHF | 448'088 CHF | 100.00% | 100.00% |
12.07.2024 | 0.35% | 87.50 % | 87.81 % | 500'000 | 500'000 | 499'736 | 499'736 | 440'911 CHF | 442'454 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 90.40 % | 90.71 % | 500'000 | 500'000 | 499'471 | 499'471 | 447'057 CHF | 448'599 CHF | 99.35% | 99.35% |
10.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'079 CHF | 484'629 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'683 CHF | 487'233 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'391 CHF | 486'939 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'848 CHF | 481'398 CHF | 97.13% | 97.13% |
04.07.2024 | 0.32% | 95.10 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'884 CHF | 478'434 CHF | 99.07% | 99.07% |
03.07.2024 | 0.34% | 93.10 % | 93.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'863 CHF | 463'413 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 90.10 % | 90.41 % | 500'000 | 500'000 | 500'000 | 499'892 | 449'530 CHF | 450'981 CHF | 100.00% | 100.00% |