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 | 1.03% | 79.39 % | 80.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'142 CHF | 399'242 CHF | 99.99% | 99.99% |
12.07.2024 | 1.26% | 79.30 % | 80.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'775 CHF | 399'775 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 79.70 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'122 CHF | 399'122 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 79.09 % | 79.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'180 CHF | 396'280 CHF | 100.00% | 100.00% |
09.07.2024 | 1.04% | 78.09 % | 78.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'939 CHF | 396'039 CHF | 99.59% | 99.59% |
08.07.2024 | 1.25% | 79.00 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'881 CHF | 401'881 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 81.60 % | 82.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'987 CHF | 416'987 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 82.79 % | 83.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'063 CHF | 414'163 CHF | 99.45% | 99.45% |
03.07.2024 | 0.99% | 82.29 % | 83.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'356 CHF | 415'456 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 80.70 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'556 CHF | 411'556 CHF | 100.00% | 100.00% |