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% | 88.10 % | 88.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'643 CHF | 442'893 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'710 CHF | 455'960 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'521 CHF | 454'771 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 90.50 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'804 CHF | 453'054 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'958 CHF | 456'208 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 92.05 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'665 CHF | 465'915 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 92.85 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'268 CHF | 465'518 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 92.15 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'688 CHF | 459'938 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 88.10 % | 88.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'473 CHF | 443'723 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 88.15 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'041 CHF | 438'291 CHF | 98.66% | 98.66% |