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% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'518 CHF | 489'518 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'785 CHF | 493'785 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'391 CHF | 490'391 CHF | 99.99% | 99.99% |
10.07.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'952 CHF | 486'952 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'156 CHF | 487'156 CHF | 99.59% | 99.59% |
08.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'686 CHF | 488'686 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'149 CHF | 490'149 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'413 CHF | 492'413 CHF | 99.45% | 99.45% |
03.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'057 CHF | 489'057 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'731 CHF | 486'731 CHF | 99.99% | 99.99% |