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% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'515 CHF | 497'515 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'416 CHF | 496'416 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'152 CHF | 497'152 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'183 CHF | 490'183 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'056 CHF | 491'056 CHF | 99.59% | 99.59% |
08.07.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'809 CHF | 489'809 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'308 CHF | 495'308 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'418 CHF | 495'418 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'827 CHF | 493'827 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'599 CHF | 485'599 CHF | 100.00% | 100.00% |