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 | 0.83% | 96.90 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'421 CHF | 489'471 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 499'030 | 487'721 CHF | 491'766 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'194 CHF | 492'194 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 97.00 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'866 CHF | 488'916 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.60 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'326 CHF | 488'376 CHF | 99.58% | 99.58% |
08.07.2024 | 1.03% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'491 CHF | 489'491 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'012 CHF | 490'012 CHF | 99.99% | 99.99% |
04.07.2024 | 0.83% | 96.90 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'950 CHF | 488'000 CHF | 99.45% | 99.45% |
03.07.2024 | 0.84% | 96.50 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'485 CHF | 484'535 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 95.80 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'783 CHF | 483'783 CHF | 100.00% | 100.00% |