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% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'038 CHF | 486'538 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'774 CHF | 483'274 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'121 CHF | 485'621 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'258 CHF | 489'758 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'355 CHF | 490'855 CHF | 67.73% | 67.73% |
08.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'994 CHF | 490'494 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'401 CHF | 488'901 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'068 CHF | 489'568 CHF | 98.56% | 98.56% |
03.07.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'329 CHF | 485'829 CHF | 99.33% | 99.33% |
02.07.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'883 CHF | 479'383 CHF | 99.38% | 99.38% |