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 | 492'945 CHF | 495'445 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'229 CHF | 494'729 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'680 CHF | 494'180 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'986 CHF | 492'486 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'413 CHF | 492'913 CHF | 99.38% | 99.38% |
08.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'855 CHF | 493'355 CHF | 99.36% | 99.36% |
05.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'945 CHF | 493'445 CHF | 99.36% | 99.36% |
04.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'504 CHF | 496'004 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'436 CHF | 494'936 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'280 CHF | 493'780 CHF | 98.66% | 98.66% |