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% | 87.95 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'136 CHF | 444'386 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 89.05 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'178 CHF | 444'428 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 88.60 % | 89.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'098 CHF | 453'348 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'436 CHF | 488'936 CHF | 99.35% | 99.35% |
09.07.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'007 CHF | 487'507 CHF | 67.72% | 67.72% |
08.07.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'541 CHF | 484'041 CHF | 99.38% | 99.38% |
05.07.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'422 CHF | 480'922 CHF | 99.08% | 99.08% |
04.07.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'665 CHF | 481'165 CHF | 98.56% | 98.56% |
03.07.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'273 CHF | 478'773 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'284 CHF | 473'565 CHF | 99.38% | 99.38% |