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% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'110 CHF | 478'610 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'460 CHF | 477'939 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'437 CHF | 474'757 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'702 CHF | 470'952 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'792 CHF | 472'042 CHF | 67.73% | 67.73% |
08.07.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'389 CHF | 472'639 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'183 CHF | 477'638 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'578 CHF | 475'952 CHF | 98.57% | 98.57% |
03.07.2024 | 0.48% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'191 CHF | 472'441 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'235 CHF | 464'485 CHF | 99.38% | 99.38% |