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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'051 CHF | 496'601 CHF | 99.70% | 99.70% |
24.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'897 CHF | 500'447 CHF | 100.00% | 100.00% |
23.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'028 CHF | 504'577 CHF | 100.00% | 100.00% |
22.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'757 CHF | 505'304 CHF | 100.00% | 100.00% |
19.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'985 CHF | 504'532 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'893 CHF | 504'428 CHF | 99.30% | 99.30% |
17.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'086 CHF | 503'636 CHF | 100.00% | 100.00% |
16.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'969 CHF | 502'519 CHF | 99.78% | 99.78% |
15.07.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'213 CHF | 500'760 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'982 CHF | 501'525 CHF | 100.00% | 100.00% |