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 | 0.88% | 94.30 % | 96.00 % | 50'000 | 50'000 | 481'399 | 481'399 | 456'422 CHF | 460'291 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 95.10 % | 96.80 % | 50'000 | 50'000 | 481'466 | 481'466 | 457'537 CHF | 461'407 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 95.40 % | 97.10 % | 50'000 | 50'000 | 481'368 | 481'368 | 458'470 CHF | 462'340 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 94.90 % | 96.60 % | 50'000 | 50'000 | 481'399 | 481'399 | 455'385 CHF | 459'254 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 94.20 % | 95.90 % | 50'000 | 50'000 | 481'259 | 481'259 | 453'937 CHF | 457'806 CHF | 99.58% | 99.58% |
08.07.2024 | 0.88% | 94.60 % | 96.20 % | 50'000 | 50'000 | 481'297 | 481'297 | 456'843 CHF | 460'712 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 94.00 % | 95.70 % | 50'000 | 50'000 | 481'396 | 481'396 | 454'049 CHF | 457'918 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 94.40 % | 96.10 % | 50'000 | 50'000 | 481'318 | 481'318 | 454'742 CHF | 458'612 CHF | 99.45% | 99.45% |
03.07.2024 | 0.88% | 94.40 % | 96.10 % | 50'000 | 50'000 | 481'358 | 481'358 | 454'211 CHF | 458'080 CHF | 100.00% | 100.00% |
02.07.2024 | 0.89% | 93.60 % | 95.30 % | 50'000 | 50'000 | 481'319 | 481'319 | 449'979 CHF | 453'848 CHF | 100.00% | 100.00% |