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% | 96.69 % | 97.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'490 CHF | 488'990 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 97.31 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'492 CHF | 489'992 CHF | 78.49% | 78.49% |
11.07.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'792 CHF | 491'292 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'063 CHF | 487'563 CHF | 94.73% | 94.73% |
09.07.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'242 CHF | 484'742 CHF | 97.75% | 97.75% |
08.07.2024 | 0.52% | 96.24 % | 96.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'254 CHF | 483'754 CHF | 99.79% | 99.79% |
05.07.2024 | 0.52% | 95.83 % | 96.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'769 CHF | 483'269 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 499'985 | 481'700 CHF | 484'186 CHF | 90.59% | 90.59% |
03.07.2024 | 0.52% | 95.97 % | 96.47 % | 500'000 | 500'000 | 500'000 | 499'907 | 481'311 CHF | 483'721 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 96.19 % | 96.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'387 CHF | 486'887 CHF | 50.62% | 50.62% |