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 | 0.50% | 90.15 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'026 CHF | 454'276 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 91.40 % | 91.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'534 CHF | 455'784 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 90.80 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'336 CHF | 450'586 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'716 CHF | 446'966 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 87.35 % | 87.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'336 CHF | 443'586 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 90.35 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'272 CHF | 456'522 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 92.00 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'536 CHF | 465'786 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'372 CHF | 464'622 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'926 CHF | 463'176 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'231 CHF | 453'481 CHF | 98.67% | 98.67% |