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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.52% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'070 CHF | 486'570 CHF | 97.84% | 97.84% |
24.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'244 CHF | 488'744 CHF | 93.52% | 93.52% |
23.07.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'546 CHF | 484'046 CHF | 96.68% | 96.68% |
22.07.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'509 CHF | 481'009 CHF | 97.67% | 97.67% |
19.07.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'211 CHF | 475'473 CHF | 97.94% | 97.94% |
18.07.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'949 CHF | 477'419 CHF | 99.33% | 99.33% |
17.07.2024 | 0.51% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'234 CHF | 476'660 CHF | 99.37% | 99.37% |
16.07.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 499'998 | 475'963 CHF | 478'460 CHF | 99.38% | 99.38% |
15.07.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'630 CHF | 477'118 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'721 CHF | 477'199 CHF | 99.38% | 99.38% |