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 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'416 CHF | 491'916 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'482 CHF | 491'982 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'096 CHF | 490'596 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'199 CHF | 487'699 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'903 CHF | 488'403 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'971 CHF | 489'471 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'403 CHF | 491'903 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'942 CHF | 491'442 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'144 CHF | 489'644 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'405 CHF | 483'905 CHF | 100.00% | 100.00% |