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 | 0.89% | 89.80 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'588 CHF | 452'588 CHF | 100.00% | 100.00% |
12.07.2024 | 1.09% | 90.30 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'667 CHF | 459'667 CHF | 100.00% | 100.00% |
11.07.2024 | 1.11% | 90.00 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'653 CHF | 451'653 CHF | 99.85% | 99.85% |
10.07.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'521 CHF | 486'521 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'649 CHF | 488'649 CHF | 99.27% | 99.27% |
08.07.2024 | 1.03% | 96.20 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'862 CHF | 487'862 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'559 CHF | 482'559 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 499'735 | 499'735 | 475'898 CHF | 479'897 CHF | 99.45% | 99.45% |
03.07.2024 | 0.87% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'417 CHF | 463'417 CHF | 100.00% | 100.00% |
02.07.2024 | 1.11% | 89.40 % | 90.40 % | 500'000 | 500'000 | 500'000 | 499'802 | 446'078 CHF | 450'898 CHF | 100.00% | 100.00% |