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 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'683 CHF | 497'683 CHF | 99.70% | 99.70% |
12.07.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'626 CHF | 497'626 CHF | 99.38% | 99.38% |
11.07.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'203 CHF | 495'203 CHF | 99.63% | 99.63% |
10.07.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'502 CHF | 491'502 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'526 CHF | 488'526 CHF | 99.59% | 99.59% |
08.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'334 CHF | 486'334 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'165 CHF | 488'165 CHF | 100.00% | 100.00% |
04.07.2024 | 1.04% | 96.20 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'472 CHF | 485'472 CHF | 99.45% | 99.45% |
03.07.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'845 CHF | 486'845 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'814 CHF | 485'814 CHF | 100.00% | 100.00% |