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 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'453 CHF | 495'953 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'183 CHF | 493'683 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'965 CHF | 495'465 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'352 CHF | 498'852 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'921 CHF | 499'421 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'580 CHF | 499'080 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'376 CHF | 497'876 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'817 CHF | 498'317 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'136 CHF | 495'636 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'313 CHF | 490'813 CHF | 99.38% | 99.38% |