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 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'759 CHF | 489'259 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'574 CHF | 492'074 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'611 CHF | 491'111 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'120 CHF | 490'620 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'243 CHF | 488'743 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'465 CHF | 486'965 CHF | 99.35% | 99.35% |
05.07.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 499'989 | 484'343 CHF | 486'832 CHF | 99.38% | 99.38% |
04.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'782 CHF | 487'282 CHF | 99.38% | 99.38% |
03.07.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'829 CHF | 487'329 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'803 CHF | 487'303 CHF | 99.37% | 99.37% |