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% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'440 CHF | 493'440 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'816 CHF | 491'816 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'192 CHF | 493'192 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'888 CHF | 491'888 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'914 CHF | 492'914 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'874 CHF | 494'874 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'412 CHF | 497'412 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'716 CHF | 498'716 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'094 CHF | 499'094 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'976 CHF | 491'976 CHF | 100.00% | 100.00% |