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% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'010 CHF | 482'010 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'962 CHF | 478'962 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'288 CHF | 478'288 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'915 CHF | 477'915 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'759 CHF | 476'759 CHF | 99.58% | 99.58% |
08.07.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'927 CHF | 476'927 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'534 CHF | 480'534 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'918 CHF | 476'918 CHF | 99.45% | 99.45% |
03.07.2024 | 0.85% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'179 CHF | 475'179 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'868 CHF | 474'868 CHF | 100.00% | 100.00% |