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 | 0.43% | 71.10 % | 71.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'513 CHF | 363'061 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 74.70 % | 75.01 % | 500'000 | 500'000 | 499'736 | 499'736 | 391'371 CHF | 392'914 CHF | 99.74% | 99.74% |
11.07.2024 | 0.37% | 84.20 % | 84.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'931 CHF | 422'474 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 83.80 % | 84.11 % | 500'000 | 500'000 | 499'735 | 499'735 | 415'199 CHF | 416'749 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 86.00 % | 86.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'759 CHF | 429'309 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 82.70 % | 83.01 % | 500'000 | 500'000 | 498'946 | 498'946 | 412'508 CHF | 414'057 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 77.30 % | 77.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'501 CHF | 389'051 CHF | 97.13% | 97.13% |
04.07.2024 | 0.40% | 77.50 % | 77.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'397 CHF | 388'947 CHF | 99.45% | 99.45% |
03.07.2024 | 0.40% | 75.70 % | 76.01 % | 500'000 | 500'000 | 497'901 | 497'901 | 387'864 CHF | 389'415 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 84.90 % | 85.21 % | 500'000 | 500'000 | 496'306 | 496'306 | 436'065 CHF | 437'616 CHF | 99.52% | 99.52% |