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 | 1.65% | 71.00 % | 73.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'398 CHF | 366'398 CHF | 1.28% | 100.00% |
12.07.2024 | 1.39% | 74.30 % | 75.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'151 CHF | 381'397 CHF | 100.00% | 100.00% |
11.07.2024 | 1.44% | 74.70 % | 75.80 % | 500'000 | 500'000 | 499'737 | 499'737 | 371'049 CHF | 376'418 CHF | 99.35% | 99.35% |
10.07.2024 | 0.34% | 87.10 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'202 CHF | 435'702 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 88.30 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'629 CHF | 446'129 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 89.20 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'115 CHF | 452'615 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 88.70 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'371 CHF | 445'871 CHF | 97.13% | 97.13% |
04.07.2024 | 0.34% | 88.80 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'639 CHF | 448'139 CHF | 98.90% | 98.90% |
03.07.2024 | 0.40% | 85.50 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'919 CHF | 423'592 CHF | 100.00% | 100.00% |
02.07.2024 | 1.13% | 79.60 % | 80.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'557 CHF | 402'057 CHF | 100.00% | 100.00% |