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 | 0.53% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'932 CHF | 477'432 CHF | 99.38% | 99.38% |
12.07.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'974 CHF | 478'474 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'491 CHF | 474'777 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'466 CHF | 469'716 CHF | 99.38% | 99.38% |
09.07.2024 | 0.48% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'811 CHF | 470'061 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'931 CHF | 474'246 CHF | 99.36% | 99.36% |
05.07.2024 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'622 CHF | 472'872 CHF | 99.38% | 99.38% |
04.07.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'933 CHF | 470'183 CHF | 99.38% | 99.38% |
03.07.2024 | 0.48% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'396 CHF | 466'646 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'756 CHF | 461'006 CHF | 99.37% | 99.37% |