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 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'070 CHF | 486'570 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'801 CHF | 485'301 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'139 CHF | 479'639 CHF | 99.36% | 99.36% |
10.07.2024 | 0.48% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 499'989 | 472'153 CHF | 474'397 CHF | 99.35% | 99.35% |
09.07.2024 | 0.51% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'681 CHF | 477'109 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 499'989 | 472'276 CHF | 474'585 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'695 CHF | 473'950 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 499'965 | 471'934 CHF | 474'166 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 499'987 | 468'235 CHF | 470'472 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 499'966 | 461'924 CHF | 464'141 CHF | 99.37% | 99.37% |