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 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'116 CHF | 488'116 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'752 CHF | 490'752 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'324 CHF | 489'324 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'834 CHF | 488'834 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'212 CHF | 488'212 CHF | 99.58% | 99.58% |
08.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'294 CHF | 487'294 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'375 CHF | 487'375 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'318 CHF | 489'318 CHF | 99.46% | 99.46% |
03.07.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'339 CHF | 481'339 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'495 CHF | 479'495 CHF | 100.00% | 100.00% |