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% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'778 CHF | 494'278 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'369 CHF | 493'869 CHF | 90.89% | 90.89% |
11.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'507 CHF | 492'007 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'156 CHF | 490'656 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'985 CHF | 491'485 CHF | 67.73% | 67.73% |
08.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'357 CHF | 490'857 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'300 CHF | 490'800 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'514 CHF | 491'014 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'354 CHF | 489'854 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'260 CHF | 487'760 CHF | 99.38% | 99.38% |