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% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'438 CHF | 494'938 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'113 CHF | 494'613 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'431 CHF | 494'931 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'257 CHF | 492'757 CHF | 99.35% | 99.35% |
09.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'061 CHF | 492'561 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'889 CHF | 492'389 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'421 CHF | 491'921 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'961 CHF | 491'461 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'523 CHF | 490'023 CHF | 99.33% | 99.33% |
02.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'082 CHF | 488'582 CHF | 99.38% | 99.38% |