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 | 0.49% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'573 CHF | 455'823 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'037 CHF | 456'287 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'343 CHF | 454'593 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 89.75 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'823 CHF | 449'073 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 89.20 % | 89.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'598 CHF | 451'848 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 88.80 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'588 CHF | 446'838 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 88.85 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'414 CHF | 446'664 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 88.75 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'873 CHF | 445'123 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'544 CHF | 443'794 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 86.70 % | 87.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'527 CHF | 432'777 CHF | 98.66% | 98.66% |