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 | 0.37% | 81.30 % | 81.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'713 CHF | 411'213 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 83.70 % | 84.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'092 CHF | 417'592 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 84.00 % | 84.30 % | 500'000 | 500'000 | 500'000 | 499'983 | 418'698 CHF | 420'184 CHF | 100.00% | 100.00% |
10.07.2024 | 0.36% | 83.80 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'683 CHF | 415'183 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 82.60 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'921 CHF | 420'421 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 84.40 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'983 CHF | 420'483 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 82.90 % | 83.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'869 CHF | 421'369 CHF | 97.13% | 97.13% |
04.07.2024 | 0.37% | 80.40 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'245 CHF | 404'745 CHF | 99.45% | 99.45% |
03.07.2024 | 0.38% | 80.50 % | 80.80 % | 500'000 | 500'000 | 499'732 | 499'732 | 397'995 CHF | 399'496 CHF | 99.99% | 99.99% |
02.07.2024 | 1.00% | 78.05 % | 78.85 % | 250'000 | 250'000 | 258'715 | 258'715 | 200'978 CHF | 202'961 CHF | 100.00% | 100.00% |