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 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'186 CHF | 468'436 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'163 CHF | 470'413 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'528 CHF | 464'778 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'648 CHF | 456'898 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 90.55 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'156 CHF | 458'406 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'195 CHF | 465'445 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 92.45 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'925 CHF | 463'175 CHF | 99.37% | 99.37% |
04.07.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'090 CHF | 458'340 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 90.55 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'638 CHF | 452'888 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 89.25 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'548 CHF | 444'798 CHF | 99.38% | 99.38% |