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% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'260 CHF | 479'760 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'871 CHF | 478'371 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'429 CHF | 487'929 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'456 CHF | 483'956 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'745 CHF | 490'245 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'889 CHF | 491'389 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'450 CHF | 488'950 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'817 CHF | 488'317 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'362 CHF | 486'862 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'614 CHF | 476'996 CHF | 98.66% | 98.66% |