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 | 0.81% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'038 CHF | 247'038 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'630 CHF | 496'630 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'312 CHF | 495'312 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 265'961 | 265'961 | 262'843 CHF | 264'971 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 418'370 | 418'370 | 414'003 CHF | 417'350 CHF | 99.58% | 99.58% |
08.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 498'553 | 498'553 | 492'336 CHF | 496'325 CHF | 96.64% | 96.64% |
05.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'857 CHF | 503'857 CHF | 99.34% | 99.34% |
04.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'009 CHF | 505'009 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 487'759 | 487'759 | 491'402 CHF | 495'304 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 267'778 | 267'778 | 268'121 CHF | 270'263 CHF | 100.00% | 100.00% |