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 | 0.39% | 77.40 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'029 CHF | 388'529 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 77.90 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'454 CHF | 393'954 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 78.90 % | 79.20 % | 500'000 | 500'000 | 499'734 | 499'734 | 390'828 CHF | 392'328 CHF | 99.36% | 99.36% |
10.07.2024 | 0.35% | 84.90 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'557 CHF | 425'057 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 86.30 % | 86.60 % | 500'000 | 500'000 | 499'736 | 499'736 | 431'256 CHF | 432'756 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 86.90 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'496 CHF | 439'996 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 86.70 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'916 CHF | 435'416 CHF | 97.13% | 97.13% |
04.07.2024 | 0.34% | 87.00 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'873 CHF | 438'373 CHF | 98.90% | 98.90% |
03.07.2024 | 0.36% | 84.40 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'311 CHF | 418'811 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 80.50 % | 80.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'619 CHF | 404'119 CHF | 100.00% | 100.00% |