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 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'694 CHF | 472'945 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'416 CHF | 472'666 CHF | 90.89% | 90.89% |
11.07.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 499'883 | 476'314 CHF | 478'695 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'598 CHF | 495'098 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'922 CHF | 494'422 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'883 CHF | 493'383 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'327 CHF | 491'827 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'176 CHF | 491'676 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'640 CHF | 490'140 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'379 CHF | 487'879 CHF | 99.38% | 99.38% |