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% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'970 CHF | 477'386 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'938 CHF | 485'438 CHF | 99.39% | 99.39% |
11.07.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'208 CHF | 484'708 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'235 CHF | 483'735 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'608 CHF | 486'108 CHF | 99.38% | 99.38% |
08.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'038 CHF | 491'538 CHF | 99.36% | 99.36% |
05.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'032 CHF | 491'532 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'822 CHF | 488'322 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'596 CHF | 478'083 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'642 CHF | 473'934 CHF | 98.66% | 98.66% |