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% | 97.79 % | 98.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'173 CHF | 491'673 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 98.98 % | 99.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'324 CHF | 493'824 CHF | 78.76% | 78.76% |
11.07.2024 | 0.51% | 98.29 % | 98.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'375 CHF | 487'875 CHF | 100.00% | 100.00% |
10.07.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'918 CHF | 482'418 CHF | 94.73% | 94.73% |
09.07.2024 | 0.52% | 94.16 % | 94.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'608 CHF | 478'108 CHF | 97.76% | 97.76% |
08.07.2024 | 0.51% | 97.33 % | 97.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'906 CHF | 491'406 CHF | 99.77% | 99.77% |
05.07.2024 | 0.50% | 98.77 % | 99.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'974 CHF | 500'474 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.48 % | 99.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'520 CHF | 500'020 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.44 % | 99.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'956 CHF | 497'456 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 97.57 % | 98.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'615 CHF | 487'115 CHF | 100.00% | 100.00% |