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 | 0.88% | 94.00 % | 95.70 % | 50'000 | 50'000 | 481'323 | 481'323 | 455'477 CHF | 459'346 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 96.70 % | 98.40 % | 50'000 | 50'000 | 481'447 | 481'447 | 463'838 CHF | 467'707 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 95.80 % | 97.50 % | 50'000 | 50'000 | 481'345 | 481'345 | 459'087 CHF | 462'956 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 95.10 % | 96.80 % | 50'000 | 50'000 | 481'460 | 481'460 | 456'813 CHF | 460'682 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 94.10 % | 95.70 % | 50'000 | 50'000 | 481'244 | 481'244 | 455'603 CHF | 459'471 CHF | 99.59% | 99.59% |
08.07.2024 | 0.87% | 94.70 % | 96.30 % | 50'000 | 50'000 | 481'297 | 481'297 | 458'065 CHF | 461'934 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 94.70 % | 96.30 % | 50'000 | 50'000 | 481'468 | 481'468 | 455'159 CHF | 459'029 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 95.20 % | 96.90 % | 50'000 | 50'000 | 481'241 | 481'241 | 457'266 CHF | 461'134 CHF | 99.45% | 99.45% |
03.07.2024 | 0.89% | 94.70 % | 96.40 % | 50'000 | 50'000 | 481'344 | 481'344 | 448'078 CHF | 451'948 CHF | 100.00% | 100.00% |
02.07.2024 | 0.89% | 93.40 % | 95.10 % | 50'000 | 50'000 | 481'426 | 481'426 | 451'925 CHF | 455'794 CHF | 99.99% | 99.99% |