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% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'041 CHF | 490'541 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'446 CHF | 491'946 CHF | 99.39% | 99.39% |
11.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'722 CHF | 491'222 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'511 CHF | 490'011 CHF | 99.37% | 99.37% |
09.07.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'111 CHF | 486'611 CHF | 99.37% | 99.37% |
08.07.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'486 CHF | 484'986 CHF | 99.36% | 99.36% |
05.07.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'877 CHF | 484'377 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'645 CHF | 484'145 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'870 CHF | 482'370 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'642 CHF | 482'142 CHF | 98.66% | 98.66% |