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% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'757 CHF | 469'007 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'066 CHF | 464'316 CHF | 90.89% | 90.89% |
11.07.2024 | 0.49% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'507 CHF | 460'757 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 91.15 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'305 CHF | 454'555 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 89.90 % | 90.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'895 CHF | 453'145 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'978 CHF | 450'228 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 89.65 % | 90.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'701 CHF | 452'951 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'283 CHF | 448'533 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 90.50 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'577 CHF | 455'827 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 91.20 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'919 CHF | 457'169 CHF | 99.38% | 99.38% |