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% | 72.15 % | 72.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 362'724 CHF | 364'474 CHF | 99.37% | 99.37% |
12.07.2024 | 0.48% | 73.25 % | 73.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 364'282 CHF | 366'032 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 72.60 % | 72.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'540 CHF | 360'290 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 71.70 % | 72.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'116 CHF | 358'866 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 70.60 % | 70.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'436 CHF | 359'186 CHF | 99.38% | 99.38% |
08.07.2024 | 0.48% | 72.25 % | 72.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'239 CHF | 362'989 CHF | 99.36% | 99.36% |
05.07.2024 | 0.48% | 72.25 % | 72.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 363'040 CHF | 364'790 CHF | 99.35% | 99.35% |
04.07.2024 | 0.48% | 72.25 % | 72.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'784 CHF | 363'534 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 72.05 % | 72.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'211 CHF | 359'961 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 70.65 % | 71.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 354'569 CHF | 356'319 CHF | 98.66% | 98.66% |