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 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'483 CHF | 473'776 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'031 CHF | 468'281 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'233 CHF | 465'483 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 92.75 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'529 CHF | 465'779 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'278 CHF | 465'528 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'289 CHF | 463'539 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 92.15 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'758 CHF | 463'008 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'236 CHF | 464'486 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'325 CHF | 460'575 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'859 CHF | 454'109 CHF | 99.38% | 99.38% |