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 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'416 CHF | 497'916 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'904 CHF | 497'404 CHF | 90.84% | 90.84% |
11.07.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'204 CHF | 495'704 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 499'984 | 489'686 CHF | 492'170 CHF | 99.35% | 99.35% |
09.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'324 CHF | 493'824 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'558 CHF | 494'058 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'193 CHF | 494'693 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 499'978 | 491'049 CHF | 493'527 CHF | 98.55% | 98.55% |
03.07.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'894 CHF | 492'394 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'462 CHF | 487'962 CHF | 99.38% | 99.38% |