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 | 0.74% | 67.11 % | 67.61 % | 500'000 | 250'000 | 500'000 | 250'000 | 335'211 CHF | 168'856 CHF | 98.86% | 98.86% |
12.07.2024 | 0.73% | 67.98 % | 68.48 % | 500'000 | 250'000 | 500'000 | 250'000 | 342'665 CHF | 172'583 CHF | 78.76% | 78.76% |
11.07.2024 | 0.74% | 68.34 % | 68.84 % | 500'000 | 250'000 | 500'000 | 251'916 | 338'681 CHF | 172'081 CHF | 88.04% | 88.04% |
10.07.2024 | 0.64% | 78.67 % | 79.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'223 CHF | 394'723 CHF | 94.73% | 94.73% |
09.07.2024 | 0.62% | 79.65 % | 80.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'874 CHF | 404'374 CHF | 97.68% | 97.68% |
08.07.2024 | 0.61% | 81.29 % | 81.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'722 CHF | 413'222 CHF | 99.77% | 99.77% |
05.07.2024 | 0.61% | 81.25 % | 81.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'855 CHF | 410'355 CHF | 98.51% | 98.51% |
04.07.2024 | 0.61% | 80.90 % | 81.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'251 CHF | 409'751 CHF | 88.76% | 88.76% |
03.07.2024 | 0.66% | 77.03 % | 77.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'096 CHF | 381'596 CHF | 90.02% | 90.02% |
02.07.2024 | 0.69% | 72.43 % | 72.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'168 CHF | 363'668 CHF | 99.19% | 99.19% |