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% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'191 CHF | 493'691 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'388 CHF | 492'888 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'875 CHF | 491'375 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'873 CHF | 489'373 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'408 CHF | 488'908 CHF | 99.67% | 99.67% |
08.07.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'781 CHF | 488'281 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'654 CHF | 487'154 CHF | 97.13% | 97.13% |
04.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'732 CHF | 487'232 CHF | 99.45% | 99.45% |
03.07.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'772 CHF | 486'272 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'979 CHF | 482'552 CHF | 100.00% | 100.00% |