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% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'987 CHF | 477'434 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'640 CHF | 479'075 CHF | 99.39% | 99.39% |
11.07.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'280 CHF | 479'780 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'569 CHF | 476'987 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'027 CHF | 479'527 CHF | 99.38% | 99.38% |
08.07.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'694 CHF | 481'194 CHF | 99.36% | 99.36% |
05.07.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'598 CHF | 482'098 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'682 CHF | 477'148 CHF | 99.17% | 99.17% |
03.07.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'282 CHF | 470'532 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'420 CHF | 462'670 CHF | 98.67% | 98.67% |