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% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'244 CHF | 492'744 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'453 CHF | 491'953 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'551 CHF | 493'051 CHF | 99.89% | 99.89% |
10.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'661 CHF | 489'161 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'327 CHF | 488'827 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'038 CHF | 490'538 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'964 CHF | 491'464 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'702 CHF | 491'202 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'082 CHF | 491'582 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'571 CHF | 488'071 CHF | 99.91% | 99.91% |