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% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 499'904 | 493'594 CHF | 495'998 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'908 CHF | 495'408 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 499'978 | 492'342 CHF | 494'821 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'665 CHF | 495'165 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'016 CHF | 497'516 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'891 CHF | 497'391 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'278 CHF | 496'778 CHF | 99.36% | 99.36% |
04.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'443 CHF | 493'943 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'246 CHF | 491'746 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'639 CHF | 490'139 CHF | 98.66% | 98.66% |