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 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'371 CHF | 496'871 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'229 CHF | 497'729 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'346 CHF | 496'846 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'487 CHF | 494'987 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'557 CHF | 493'057 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'440 CHF | 494'940 CHF | 99.35% | 99.35% |
05.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'262 CHF | 495'762 CHF | 99.38% | 99.38% |
04.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'703 CHF | 495'203 CHF | 99.38% | 99.38% |
03.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'477 CHF | 493'977 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'215 CHF | 491'715 CHF | 99.37% | 99.37% |