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% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'725 CHF | 497'725 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'428 CHF | 497'428 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'307 CHF | 496'307 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'689 CHF | 493'689 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'975 CHF | 492'975 CHF | 99.58% | 99.58% |
08.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'639 CHF | 494'639 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'665 CHF | 493'665 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'002 CHF | 496'002 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'454 CHF | 495'454 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'574 CHF | 491'574 CHF | 100.00% | 100.00% |