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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'685 CHF | 496'685 CHF | 99.69% | 99.69% |
24.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'502 CHF | 495'502 CHF | 100.00% | 100.00% |
23.07.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'711 CHF | 501'711 CHF | 100.00% | 100.00% |
22.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'945 CHF | 503'945 CHF | 100.00% | 100.00% |
19.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'635 CHF | 502'635 CHF | 100.00% | 100.00% |
18.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'157 CHF | 503'157 CHF | 99.30% | 99.30% |
17.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'445 CHF | 501'445 CHF | 99.31% | 99.31% |
16.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'844 CHF | 502'844 CHF | 99.78% | 99.78% |
15.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'741 CHF | 502'741 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'834 CHF | 500'834 CHF | 100.00% | 100.00% |