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% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'869 CHF | 484'369 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'353 CHF | 484'853 CHF | 99.37% | 99.37% |
11.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'519 CHF | 485'019 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'732 CHF | 483'232 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'388 CHF | 482'888 CHF | 99.37% | 99.37% |
08.07.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'960 CHF | 482'460 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'607 CHF | 482'107 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'872 CHF | 478'372 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'631 CHF | 478'131 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'098 CHF | 474'384 CHF | 98.67% | 98.67% |