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% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'810 CHF | 480'310 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'047 CHF | 479'547 CHF | 90.89% | 90.89% |
11.07.2024 | 0.51% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'834 CHF | 477'276 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'106 CHF | 474'356 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'035 CHF | 475'400 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'400 CHF | 475'716 CHF | 99.38% | 99.38% |
05.07.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'488 CHF | 479'988 CHF | 99.08% | 99.08% |
04.07.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'320 CHF | 478'820 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'951 CHF | 476'381 CHF | 99.33% | 99.33% |
02.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'179 CHF | 469'429 CHF | 99.38% | 99.38% |