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 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'401 CHF | 480'901 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 499'923 | 478'201 CHF | 480'627 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'078 CHF | 485'578 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'773 CHF | 501'273 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'936 CHF | 500'436 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'990 CHF | 499'490 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'565 CHF | 498'065 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'595 CHF | 498'095 CHF | 98.55% | 98.55% |
03.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'415 CHF | 496'915 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'832 CHF | 494'332 CHF | 99.38% | 99.38% |