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 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'546 CHF | 483'546 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'776 CHF | 484'776 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'673 CHF | 485'673 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'016 CHF | 486'016 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'443 CHF | 484'443 CHF | 99.59% | 99.59% |
08.07.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'195 CHF | 485'195 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'111 CHF | 487'111 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'603 CHF | 488'603 CHF | 99.45% | 99.45% |
03.07.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'642 CHF | 480'642 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'624 CHF | 478'624 CHF | 100.00% | 100.00% |