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 | 0.62% | 95.60 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'660 CHF | 487'660 CHF | 100.00% | 100.00% |
12.07.2024 | 0.62% | 97.50 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'422 CHF | 487'422 CHF | 99.99% | 99.99% |
11.07.2024 | 0.62% | 96.30 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'542 CHF | 482'542 CHF | 99.99% | 99.99% |
10.07.2024 | 0.63% | 95.70 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'367 CHF | 479'367 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 95.10 % | 95.70 % | 500'000 | 500'000 | 498'937 | 498'937 | 477'411 CHF | 480'405 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 95.10 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'562 CHF | 479'562 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 94.70 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'436 CHF | 479'436 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 95.50 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'916 CHF | 479'916 CHF | 99.45% | 99.45% |
03.07.2024 | 0.63% | 95.30 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'556 CHF | 477'556 CHF | 99.99% | 99.99% |
02.07.2024 | 0.64% | 95.00 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'663 CHF | 473'663 CHF | 99.99% | 99.99% |