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 | 0.49% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'210 CHF | 462'460 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'157 CHF | 463'407 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'767 CHF | 455'017 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 90.55 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'828 CHF | 453'078 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 89.00 % | 89.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'947 CHF | 453'197 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'527 CHF | 457'777 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'206 CHF | 459'456 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'140 CHF | 457'390 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'469 CHF | 452'719 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 88.60 % | 89.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'637 CHF | 446'887 CHF | 98.67% | 98.67% |