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 | 488'386 CHF | 490'886 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'680 CHF | 493'180 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'255 CHF | 491'755 CHF | 98.89% | 98.89% |
10.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'134 CHF | 510'634 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'090 CHF | 511'590 CHF | 67.68% | 67.68% |
08.07.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'375 CHF | 512'875 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'410 CHF | 511'910 CHF | 98.69% | 98.69% |
04.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'305 CHF | 512'805 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'282 CHF | 508'782 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'448 CHF | 503'948 CHF | 99.38% | 99.38% |