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% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'284 CHF | 493'784 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'453 CHF | 494'953 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'820 CHF | 494'320 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'899 CHF | 493'399 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'135 CHF | 490'635 CHF | 99.38% | 99.38% |
08.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'737 CHF | 489'237 CHF | 99.36% | 99.36% |
05.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'199 CHF | 488'699 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'083 CHF | 488'583 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'637 CHF | 487'137 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'464 CHF | 486'964 CHF | 98.67% | 98.67% |