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% | 97.23 % | 97.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'923 CHF | 491'423 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 97.89 % | 98.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'237 CHF | 490'737 CHF | 78.76% | 78.76% |
11.07.2024 | 0.51% | 97.19 % | 97.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'750 CHF | 488'250 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 96.87 % | 97.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'666 CHF | 487'166 CHF | 94.73% | 94.73% |
09.07.2024 | 0.51% | 97.17 % | 97.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'246 CHF | 490'746 CHF | 97.76% | 97.76% |
08.07.2024 | 0.51% | 97.84 % | 98.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'066 CHF | 494'566 CHF | 99.77% | 99.77% |
05.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'982 CHF | 493'482 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'280 CHF | 492'780 CHF | 98.25% | 98.25% |
03.07.2024 | 0.51% | 97.82 % | 98.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'063 CHF | 492'563 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 97.21 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'064 CHF | 487'564 CHF | 99.01% | 99.01% |