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% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'196 CHF | 475'569 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'789 CHF | 475'068 CHF | 90.89% | 90.89% |
11.07.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'494 CHF | 471'744 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'076 CHF | 469'326 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'485 CHF | 470'735 CHF | 67.73% | 67.73% |
08.07.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'319 CHF | 469'569 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 93.10 % | 93.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'210 CHF | 469'460 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'614 CHF | 469'864 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'693 CHF | 467'943 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'423 CHF | 464'673 CHF | 99.37% | 99.37% |