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% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'329 CHF | 491'829 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'841 CHF | 492'341 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'705 CHF | 492'205 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'612 CHF | 490'112 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'053 CHF | 489'553 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'023 CHF | 489'523 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'317 CHF | 488'817 CHF | 99.36% | 99.36% |
04.07.2024 | 0.52% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'611 CHF | 486'111 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'939 CHF | 485'439 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 499'999 | 500'000 | 480'414 CHF | 482'915 CHF | 98.67% | 98.67% |