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% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'336 CHF | 489'836 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'008 CHF | 487'508 CHF | 99.39% | 99.39% |
11.07.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'466 CHF | 486'966 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'994 CHF | 485'494 CHF | 99.39% | 99.39% |
09.07.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'815 CHF | 486'315 CHF | 99.38% | 99.38% |
08.07.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'200 CHF | 484'700 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'535 CHF | 488'035 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'379 CHF | 486'879 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'102 CHF | 485'602 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'350 CHF | 484'850 CHF | 98.66% | 98.66% |