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 | 2.01% | 62.90 % | 65.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 319'575 CHF | 326'075 CHF | 1.28% | 100.00% |
12.07.2024 | 1.79% | 66.10 % | 67.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 334'829 CHF | 340'866 CHF | 100.00% | 100.00% |
11.07.2024 | 1.91% | 66.80 % | 68.00 % | 500'000 | 500'000 | 492'452 | 492'452 | 326'552 CHF | 332'697 CHF | 98.99% | 98.99% |
10.07.2024 | 1.14% | 79.10 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'506 CHF | 398'006 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 80.40 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'067 CHF | 407'642 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 81.70 % | 82.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'276 CHF | 415'776 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 81.80 % | 82.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'876 CHF | 411'376 CHF | 97.13% | 97.13% |
04.07.2024 | 0.36% | 81.70 % | 82.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'568 CHF | 413'070 CHF | 98.90% | 98.90% |
03.07.2024 | 1.26% | 77.50 % | 78.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'633 CHF | 385'442 CHF | 100.00% | 100.00% |
02.07.2024 | 1.52% | 72.00 % | 73.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'560 CHF | 363'023 CHF | 100.00% | 100.00% |