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 | 0.49% | 71.75 % | 72.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'331 CHF | 360'081 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 73.00 % | 73.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'235 CHF | 372'005 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 73.55 % | 73.90 % | 500'000 | 500'000 | 500'000 | 499'988 | 365'697 CHF | 367'482 CHF | 98.88% | 98.88% |
10.07.2024 | 0.52% | 86.05 % | 86.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'990 CHF | 431'240 CHF | 99.35% | 99.35% |
09.07.2024 | 0.51% | 86.95 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'725 CHF | 438'975 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 88.35 % | 88.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'219 CHF | 447'469 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 88.20 % | 88.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'565 CHF | 444'815 CHF | 98.69% | 98.69% |
04.07.2024 | 0.50% | 87.95 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'309 CHF | 447'559 CHF | 98.55% | 98.55% |
03.07.2024 | 0.48% | 85.25 % | 85.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'888 CHF | 423'925 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 80.65 % | 81.05 % | 500'000 | 500'000 | 499'878 | 500'000 | 402'879 CHF | 404'978 CHF | 99.38% | 99.38% |