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 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'814 CHF | 492'814 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'880 CHF | 491'880 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'391 CHF | 489'391 CHF | 100.00% | 100.00% |
10.07.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'870 CHF | 487'870 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'503 CHF | 486'503 CHF | 99.59% | 99.59% |
08.07.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'447 CHF | 490'447 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'256 CHF | 494'256 CHF | 100.00% | 100.00% |
04.07.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'792 CHF | 494'792 CHF | 99.45% | 99.45% |
03.07.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'278 CHF | 492'278 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'004 CHF | 486'004 CHF | 100.00% | 100.00% |