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 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'505 CHF | 485'005 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'165 CHF | 484'665 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'452 CHF | 482'952 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'182 CHF | 483'682 CHF | 99.35% | 99.35% |
09.07.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'070 CHF | 485'570 CHF | 67.67% | 67.67% |
08.07.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'613 CHF | 484'113 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'202 CHF | 479'702 CHF | 99.08% | 99.08% |
04.07.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'029 CHF | 481'529 CHF | 98.55% | 98.55% |
03.07.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'540 CHF | 483'040 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'906 CHF | 481'406 CHF | 99.37% | 99.37% |