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% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'575 CHF | 481'072 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'816 CHF | 480'316 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'830 CHF | 476'206 CHF | 99.36% | 99.36% |
10.07.2024 | 0.48% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'672 CHF | 472'922 CHF | 99.36% | 99.36% |
09.07.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'466 CHF | 474'756 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'981 CHF | 473'231 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'748 CHF | 472'998 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'195 CHF | 473'445 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'740 CHF | 470'990 CHF | 99.33% | 99.33% |
02.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'754 CHF | 467'004 CHF | 99.37% | 99.37% |