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 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'957 CHF | 494'457 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'854 CHF | 493'354 CHF | 76.80% | 76.80% |
11.07.2024 | 0.50% | 98.43 % | 98.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'290 CHF | 501'790 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.96 % | 105.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'150 CHF | 525'650 CHF | 94.74% | 94.74% |
09.07.2024 | 0.48% | 104.56 % | 105.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'015 CHF | 524'515 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 103.66 % | 104.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'125 CHF | 522'625 CHF | 99.76% | 99.76% |
05.07.2024 | 0.48% | 103.52 % | 104.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'053 CHF | 520'553 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.49 % | 103.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'296 CHF | 520'796 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 103.68 % | 104.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'910 CHF | 519'410 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 103.19 % | 103.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'646 CHF | 516'146 CHF | 100.00% | 100.00% |