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 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'142 CHF | 483'142 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'115 CHF | 482'115 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'170 CHF | 478'170 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'846 CHF | 475'846 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'864 CHF | 473'864 CHF | 99.59% | 99.59% |
08.07.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'568 CHF | 474'568 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'928 CHF | 476'928 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'702 CHF | 476'702 CHF | 99.45% | 99.45% |
03.07.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'692 CHF | 476'692 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'522 CHF | 475'522 CHF | 100.00% | 100.00% |