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 | 0.51% | 98.41 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'134 CHF | 494'634 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.39 % | 99.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'324 CHF | 498'824 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 99.52 % | 100.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'732 CHF | 497'232 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 98.54 % | 99.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'677 CHF | 494'177 CHF | 94.74% | 94.74% |
09.07.2024 | 0.51% | 97.77 % | 98.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'277 CHF | 493'777 CHF | 97.77% | 97.77% |
08.07.2024 | 0.51% | 98.27 % | 98.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'981 CHF | 494'481 CHF | 99.76% | 99.76% |
05.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'957 CHF | 494'457 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'904 CHF | 499'404 CHF | 98.26% | 98.26% |
03.07.2024 | 0.51% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'287 CHF | 494'787 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.51 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'873 CHF | 495'373 CHF | 100.00% | 100.00% |