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 | 1.95% | 65.30 % | 68.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 332'640 CHF | 339'190 CHF | 1.78% | 100.00% |
12.07.2024 | 1.68% | 68.50 % | 69.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 347'310 CHF | 353'175 CHF | 100.00% | 100.00% |
11.07.2024 | 1.74% | 68.90 % | 70.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'010 CHF | 347'985 CHF | 99.35% | 99.35% |
10.07.2024 | 0.38% | 81.50 % | 81.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'112 CHF | 407'662 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 83.00 % | 83.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'923 CHF | 419'473 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 84.10 % | 84.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'427 CHF | 426'975 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 83.50 % | 83.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'437 CHF | 419'987 CHF | 97.13% | 97.13% |
04.07.2024 | 0.37% | 83.30 % | 83.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'522 CHF | 421'072 CHF | 98.90% | 98.90% |
03.07.2024 | 1.04% | 80.20 % | 80.51 % | 500'000 | 500'000 | 499'739 | 499'739 | 392'957 CHF | 397'058 CHF | 100.00% | 100.00% |
02.07.2024 | 1.35% | 74.60 % | 75.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'551 CHF | 377'600 CHF | 100.00% | 100.00% |