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 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'991 CHF | 498'491 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'454 CHF | 497'954 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'589 CHF | 497'089 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'619 CHF | 495'119 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'619 CHF | 496'119 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'849 CHF | 496'349 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'086 CHF | 496'586 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'454 CHF | 495'954 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 499'966 | 492'896 CHF | 495'363 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'898 CHF | 492'398 CHF | 99.38% | 99.38% |