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% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'826 CHF | 495'326 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'929 CHF | 494'429 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'944 CHF | 493'444 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'568 CHF | 494'068 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'675 CHF | 495'175 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'848 CHF | 493'348 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 499'998 | 490'798 CHF | 493'295 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'479 CHF | 488'979 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'620 CHF | 490'120 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'608 CHF | 489'108 CHF | 99.38% | 99.38% |