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 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'410 CHF | 488'410 CHF | 99.99% | 99.99% |
12.07.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'338 CHF | 486'338 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'302 CHF | 487'302 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'193 CHF | 486'193 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'038 CHF | 487'038 CHF | 99.58% | 99.58% |
08.07.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'309 CHF | 489'309 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'047 CHF | 487'047 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'851 CHF | 484'851 CHF | 99.46% | 99.46% |
03.07.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'111 CHF | 486'111 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'166 CHF | 484'166 CHF | 100.00% | 100.00% |