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% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'967 CHF | 497'467 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'674 CHF | 497'174 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'812 CHF | 495'312 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'514 CHF | 494'014 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'387 CHF | 494'887 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'779 CHF | 494'279 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'721 CHF | 494'221 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'005 CHF | 494'505 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'960 CHF | 493'460 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'003 CHF | 491'503 CHF | 99.38% | 99.38% |