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 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'473 CHF | 496'973 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'636 CHF | 497'136 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'854 CHF | 496'354 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'015 CHF | 495'515 CHF | 99.39% | 99.39% |
09.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'626 CHF | 496'126 CHF | 99.38% | 99.38% |
08.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'425 CHF | 495'925 CHF | 99.36% | 99.36% |
05.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'148 CHF | 495'648 CHF | 99.36% | 99.36% |
04.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'215 CHF | 494'715 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'090 CHF | 493'590 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'137 CHF | 491'637 CHF | 98.66% | 98.66% |