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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'713 CHF | 491'713 CHF | 99.70% | 99.70% |
24.07.2024 | 0.79% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'011 CHF | 506'011 CHF | 100.00% | 100.00% |
23.07.2024 | 0.78% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'699 CHF | 513'699 CHF | 100.00% | 100.00% |
22.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'190 CHF | 514'190 CHF | 99.99% | 99.99% |
19.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'067 CHF | 513'067 CHF | 100.00% | 100.00% |
18.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'345 CHF | 512'345 CHF | 99.72% | 99.72% |
17.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'314 CHF | 513'314 CHF | 99.31% | 99.31% |
16.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'293 CHF | 511'293 CHF | 99.78% | 99.78% |
15.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'594 CHF | 509'594 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'705 CHF | 503'705 CHF | 100.00% | 100.00% |