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% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'448 CHF | 488'948 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'985 CHF | 488'485 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'196 CHF | 484'696 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'984 CHF | 484'484 CHF | 99.39% | 99.39% |
09.07.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'087 CHF | 484'587 CHF | 99.38% | 99.38% |
08.07.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'009 CHF | 486'509 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'614 CHF | 487'114 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'643 CHF | 486'143 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'648 CHF | 484'148 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'187 CHF | 481'687 CHF | 98.67% | 98.67% |