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% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'055 CHF | 496'555 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'354 CHF | 495'854 CHF | 90.89% | 90.89% |
11.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'213 CHF | 494'713 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'643 CHF | 492'143 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'901 CHF | 493'401 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'093 CHF | 493'593 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'435 CHF | 493'935 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'701 CHF | 493'201 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'985 CHF | 492'485 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'425 CHF | 488'925 CHF | 99.37% | 99.37% |