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% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'807 CHF | 495'307 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'384 CHF | 495'884 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'926 CHF | 495'426 CHF | 99.93% | 99.93% |
10.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'256 CHF | 494'756 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'226 CHF | 494'726 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'883 CHF | 495'383 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'742 CHF | 495'242 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'611 CHF | 495'111 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'004 CHF | 495'504 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'935 CHF | 492'435 CHF | 100.00% | 100.00% |