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% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'889 CHF | 489'389 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'359 CHF | 488'859 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'263 CHF | 485'763 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'860 CHF | 483'360 CHF | 99.35% | 99.35% |
09.07.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'292 CHF | 484'792 CHF | 67.73% | 67.73% |
08.07.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'160 CHF | 483'660 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'030 CHF | 483'530 CHF | 99.07% | 99.07% |
04.07.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'420 CHF | 483'920 CHF | 98.55% | 98.55% |
03.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'616 CHF | 482'116 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'588 CHF | 479'088 CHF | 99.37% | 99.37% |