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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'346 CHF | 493'346 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'657 CHF | 499'657 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'850 CHF | 490'850 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'023 CHF | 487'023 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'727 CHF | 488'727 CHF | 99.59% | 99.59% |
08.07.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'067 CHF | 494'067 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'048 CHF | 493'048 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'776 CHF | 487'776 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'054 CHF | 493'054 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'237 CHF | 485'237 CHF | 100.00% | 100.00% |