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% | 86.10 % | 86.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'220 CHF | 437'470 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 87.45 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'030 CHF | 437'280 CHF | 90.89% | 90.89% |
11.07.2024 | 0.52% | 86.60 % | 87.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'697 CHF | 433'947 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'487 CHF | 431'737 CHF | 99.36% | 99.36% |
09.07.2024 | 0.52% | 85.80 % | 86.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'010 CHF | 433'260 CHF | 67.72% | 67.72% |
08.07.2024 | 0.52% | 85.85 % | 86.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'904 CHF | 432'154 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 85.60 % | 86.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'935 CHF | 432'185 CHF | 99.08% | 99.08% |
04.07.2024 | 0.52% | 86.10 % | 86.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'389 CHF | 432'639 CHF | 98.56% | 98.56% |
03.07.2024 | 0.52% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'622 CHF | 430'872 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 85.75 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'716 CHF | 427'951 CHF | 99.38% | 99.38% |