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% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'791 CHF | 496'291 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'033 CHF | 496'533 CHF | 99.39% | 99.39% |
11.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'733 CHF | 496'233 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'476 CHF | 496'976 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'249 CHF | 497'749 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'921 CHF | 496'421 CHF | 99.36% | 99.36% |
05.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'236 CHF | 495'736 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'218 CHF | 494'718 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'945 CHF | 486'445 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'906 CHF | 483'406 CHF | 98.67% | 98.67% |