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 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'302 CHF | 496'802 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'515 CHF | 498'015 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'980 CHF | 497'480 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'168 CHF | 496'668 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'713 CHF | 494'213 CHF | 99.38% | 99.38% |
08.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'469 CHF | 492'969 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'113 CHF | 492'613 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'989 CHF | 492'489 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'832 CHF | 491'332 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'756 CHF | 491'256 CHF | 98.67% | 98.67% |