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 | 0.89% | 90.10 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'972 CHF | 453'972 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 89.20 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'670 CHF | 445'670 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 88.20 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'200 CHF | 445'200 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'165 CHF | 478'165 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.10 % | 94.90 % | 500'000 | 500'000 | 497'868 | 500'000 | 469'628 CHF | 475'632 CHF | 99.59% | 99.59% |
08.07.2024 | 0.84% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'293 CHF | 477'293 CHF | 100.00% | 100.00% |
05.07.2024 | 0.85% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'538 CHF | 473'538 CHF | 99.99% | 99.99% |
04.07.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'185 CHF | 471'185 CHF | 99.46% | 99.46% |
03.07.2024 | 0.84% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'699 CHF | 478'699 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'140 CHF | 485'140 CHF | 100.00% | 100.00% |