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 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'276 CHF | 461'526 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'868 CHF | 455'118 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 89.75 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'311 CHF | 450'561 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 89.00 % | 89.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'369 CHF | 442'619 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 87.40 % | 87.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'638 CHF | 440'888 CHF | 67.72% | 67.72% |
08.07.2024 | 0.52% | 86.95 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'972 CHF | 437'222 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'226 CHF | 440'476 CHF | 99.07% | 99.07% |
04.07.2024 | 0.52% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'910 CHF | 435'160 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 88.10 % | 88.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'952 CHF | 444'202 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'461 CHF | 445'711 CHF | 99.37% | 99.37% |