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% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'620 CHF | 478'067 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'858 CHF | 477'354 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'502 CHF | 473'752 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'805 CHF | 471'055 CHF | 99.36% | 99.36% |
09.07.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'267 CHF | 472'517 CHF | 67.73% | 67.73% |
08.07.2024 | 0.48% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'988 CHF | 471'238 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'815 CHF | 471'065 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'202 CHF | 471'452 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'014 CHF | 469'264 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'266 CHF | 465'516 CHF | 99.38% | 99.38% |