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% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'862 CHF | 435'112 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 87.20 % | 87.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'241 CHF | 436'491 CHF | 99.39% | 99.39% |
11.07.2024 | 0.52% | 86.55 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'398 CHF | 430'648 CHF | 99.37% | 99.37% |
10.07.2024 | 0.53% | 85.65 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'094 CHF | 429'344 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 84.60 % | 85.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'382 CHF | 429'623 CHF | 99.38% | 99.38% |
08.07.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'032 CHF | 433'282 CHF | 99.36% | 99.36% |
05.07.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'714 CHF | 434'964 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'555 CHF | 433'805 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 86.05 % | 86.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'118 CHF | 430'368 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 84.70 % | 85.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'770 CHF | 426'972 CHF | 98.66% | 98.66% |