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% | 86.65 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'968 CHF | 435'218 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 86.65 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'205 CHF | 434'455 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 87.30 % | 87.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'013 CHF | 436'263 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 85.30 % | 85.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'753 CHF | 426'913 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 85.15 % | 85.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'189 CHF | 427'411 CHF | 99.37% | 99.37% |
08.07.2024 | 0.52% | 85.45 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'958 CHF | 432'208 CHF | 99.35% | 99.35% |
05.07.2024 | 0.52% | 86.55 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'104 CHF | 436'354 CHF | 99.38% | 99.38% |
04.07.2024 | 0.52% | 86.80 % | 87.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'354 CHF | 435'604 CHF | 99.37% | 99.37% |
03.07.2024 | 0.52% | 86.75 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'178 CHF | 434'428 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 85.25 % | 85.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'390 CHF | 425'472 CHF | 99.37% | 99.37% |