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 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'820 CHF | 497'370 CHF | 99.70% | 99.70% |
24.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'722 CHF | 500'272 CHF | 100.00% | 100.00% |
23.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'935 CHF | 496'484 CHF | 100.00% | 100.00% |
22.07.2024 | 0.32% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'985 CHF | 491'532 CHF | 100.00% | 100.00% |
19.07.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'426 CHF | 486'973 CHF | 100.00% | 100.00% |
18.07.2024 | 0.31% | 97.60 % | 97.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'674 CHF | 489'210 CHF | 99.72% | 99.72% |
17.07.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'972 CHF | 488'522 CHF | 100.00% | 100.00% |
16.07.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'199 CHF | 490'749 CHF | 99.83% | 99.83% |
15.07.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'305 CHF | 488'853 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 499'975 | 487'516 CHF | 489'035 CHF | 100.00% | 100.00% |