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 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'452 CHF | 489'952 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'563 CHF | 487'063 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'105 CHF | 483'605 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 96.20 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'061 CHF | 481'561 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 95.80 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'341 CHF | 484'841 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 96.60 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'247 CHF | 484'747 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 96.90 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'148 CHF | 486'648 CHF | 96.93% | 96.93% |
04.07.2024 | 0.31% | 96.30 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'313 CHF | 482'813 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 96.20 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'893 CHF | 480'393 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 94.60 % | 94.90 % | 500'000 | 500'000 | 499'737 | 499'737 | 474'358 CHF | 475'858 CHF | 100.00% | 100.00% |