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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.48% | 84.35 % | 84.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'960 CHF | 422'968 CHF | 97.31% | 97.31% |
24.07.2024 | 0.50% | 84.15 % | 84.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'813 CHF | 425'932 CHF | 95.11% | 95.11% |
23.07.2024 | 0.51% | 85.75 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'163 CHF | 441'413 CHF | 95.68% | 95.68% |
22.07.2024 | 0.50% | 89.25 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'041 CHF | 449'291 CHF | 98.72% | 98.72% |
19.07.2024 | 0.51% | 88.55 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'277 CHF | 444'527 CHF | 97.60% | 97.60% |
18.07.2024 | 0.51% | 88.45 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'848 CHF | 443'098 CHF | 99.36% | 99.36% |
17.07.2024 | 0.51% | 88.00 % | 88.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'434 CHF | 443'684 CHF | 99.37% | 99.37% |
16.07.2024 | 0.51% | 88.40 % | 88.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'317 CHF | 444'567 CHF | 99.38% | 99.38% |
15.07.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'583 CHF | 444'833 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 87.85 % | 88.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'600 CHF | 440'850 CHF | 99.38% | 99.38% |