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% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'711 CHF | 497'211 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'212 CHF | 496'712 CHF | 99.39% | 99.39% |
11.07.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'741 CHF | 496'241 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'818 CHF | 496'318 CHF | 99.37% | 99.37% |
09.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'772 CHF | 495'272 CHF | 99.38% | 99.38% |
08.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'899 CHF | 495'399 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'908 CHF | 496'408 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 499'998 | 494'079 CHF | 496'577 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'684 CHF | 495'184 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'566 CHF | 491'066 CHF | 98.66% | 98.66% |