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% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'706 CHF | 482'206 CHF | 99.80% | 99.80% |
12.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'503 CHF | 497'003 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'236 CHF | 495'736 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'062 CHF | 493'562 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'721 CHF | 495'221 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'463 CHF | 494'963 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'546 CHF | 496'046 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'391 CHF | 494'891 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'441 CHF | 493'941 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'446 CHF | 490'946 CHF | 100.00% | 100.00% |