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 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'531 CHF | 491'531 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'635 CHF | 497'635 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'590 CHF | 495'590 CHF | 99.99% | 99.99% |
10.07.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'137 CHF | 492'137 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'411 CHF | 492'411 CHF | 99.58% | 99.58% |
08.07.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'465 CHF | 492'465 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'968 CHF | 493'968 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 499'923 | 487'145 CHF | 491'070 CHF | 99.45% | 99.45% |
03.07.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'524 CHF | 483'524 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'642 CHF | 479'642 CHF | 100.00% | 100.00% |