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 | 475'126 CHF | 477'602 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'076 CHF | 478'576 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'224 CHF | 481'724 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'672 CHF | 482'172 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'799 CHF | 485'299 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'201 CHF | 487'701 CHF | 99.36% | 99.36% |
05.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'460 CHF | 485'960 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'632 CHF | 484'132 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'671 CHF | 481'171 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'037 CHF | 476'450 CHF | 98.67% | 98.67% |