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 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'571 CHF | 469'821 CHF | 99.36% | 99.36% |
12.07.2024 | 0.49% | 92.75 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'073 CHF | 464'323 CHF | 90.89% | 90.89% |
11.07.2024 | 0.49% | 91.70 % | 92.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'977 CHF | 460'227 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'891 CHF | 453'141 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'253 CHF | 451'503 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 89.15 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'980 CHF | 448'230 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 89.25 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'998 CHF | 451'248 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 89.20 % | 89.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'053 CHF | 446'303 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'351 CHF | 454'601 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'795 CHF | 456'045 CHF | 99.37% | 99.37% |