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 | 0.48% | 93.00 % | 93.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'471 CHF | 468'721 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'530 CHF | 469'780 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'559 CHF | 472'809 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'162 CHF | 473'412 CHF | 99.39% | 99.39% |
09.07.2024 | 0.51% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'214 CHF | 476'618 CHF | 99.37% | 99.37% |
08.07.2024 | 0.52% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'933 CHF | 478'433 CHF | 99.36% | 99.36% |
05.07.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'089 CHF | 477'589 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'014 CHF | 476'439 CHF | 99.17% | 99.17% |
03.07.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'246 CHF | 473'496 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'390 CHF | 470'640 CHF | 98.66% | 98.66% |