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 | 0.96% | 82.00 % | 82.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'226 CHF | 419'226 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 84.90 % | 85.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'505 CHF | 447'505 CHF | 99.74% | 99.74% |
11.07.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'999 CHF | 475'999 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'398 CHF | 472'398 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'286 CHF | 480'286 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'241 CHF | 474'241 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 91.00 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'399 CHF | 459'399 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.10 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'760 CHF | 459'760 CHF | 99.45% | 99.45% |
03.07.2024 | 0.87% | 90.00 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'966 CHF | 460'966 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'931 CHF | 491'931 CHF | 100.00% | 100.00% |