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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'830 CHF | 494'830 CHF | 99.70% | 99.70% |
24.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'948 CHF | 496'948 CHF | 100.00% | 100.00% |
23.07.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'144 CHF | 493'144 CHF | 100.00% | 100.00% |
22.07.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'332 CHF | 490'332 CHF | 100.00% | 100.00% |
19.07.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'205 CHF | 486'205 CHF | 100.00% | 100.00% |
18.07.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'805 CHF | 487'805 CHF | 99.30% | 99.30% |
17.07.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'618 CHF | 487'618 CHF | 99.29% | 99.29% |
16.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'163 CHF | 490'163 CHF | 99.83% | 99.83% |
15.07.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'086 CHF | 488'086 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'069 CHF | 491'069 CHF | 100.00% | 100.00% |