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 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'889 CHF | 488'389 CHF | 99.70% | 99.70% |
24.07.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'171 CHF | 490'671 CHF | 100.00% | 100.00% |
23.07.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'986 CHF | 500'486 CHF | 100.00% | 100.00% |
22.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'116 CHF | 500'616 CHF | 100.00% | 100.00% |
19.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'764 CHF | 501'264 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'835 CHF | 503'335 CHF | 99.30% | 99.30% |
17.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'772 CHF | 503'272 CHF | 100.00% | 100.00% |
16.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'614 CHF | 501'114 CHF | 99.77% | 99.77% |
15.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'501 CHF | 499'001 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'347 CHF | 498'847 CHF | 100.00% | 100.00% |