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% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'460 CHF | 479'960 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'861 CHF | 476'267 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'704 CHF | 474'984 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'074 CHF | 473'326 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'949 CHF | 475'325 CHF | 99.38% | 99.38% |
08.07.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'624 CHF | 471'884 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'768 CHF | 476'139 CHF | 99.35% | 99.35% |
04.07.2024 | 0.48% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'373 CHF | 474'669 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'299 CHF | 474'601 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'919 CHF | 471'169 CHF | 98.67% | 98.67% |