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 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'980 CHF | 495'980 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'558 CHF | 495'558 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'447 CHF | 494'447 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'070 CHF | 492'070 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'392 CHF | 490'392 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'330 CHF | 494'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'211 CHF | 497'211 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'524 CHF | 496'524 CHF | 99.46% | 99.46% |
03.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'136 CHF | 496'136 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'535 CHF | 492'535 CHF | 100.00% | 100.00% |