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% | 94.71 % | 95.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'983 CHF | 478'483 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'347 CHF | 482'847 CHF | 78.49% | 78.49% |
11.07.2024 | 0.52% | 95.73 % | 96.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'320 CHF | 480'820 CHF | 99.98% | 99.98% |
10.07.2024 | 0.53% | 94.70 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'051 CHF | 473'551 CHF | 94.72% | 94.72% |
09.07.2024 | 0.53% | 94.28 % | 94.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'551 CHF | 475'051 CHF | 97.75% | 97.75% |
08.07.2024 | 0.52% | 95.09 % | 95.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'737 CHF | 478'237 CHF | 99.79% | 99.79% |
05.07.2024 | 0.52% | 94.96 % | 95.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'174 CHF | 478'674 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 95.08 % | 95.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'138 CHF | 476'638 CHF | 98.26% | 98.26% |
03.07.2024 | 0.53% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'583 CHF | 476'083 CHF | 100.00% | 100.00% |
02.07.2024 | 0.53% | 94.52 % | 95.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'672 CHF | 473'172 CHF | 98.95% | 98.95% |