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 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'473 CHF | 492'973 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'329 CHF | 493'829 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'637 CHF | 493'137 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'696 CHF | 494'196 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'787 CHF | 497'287 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'169 CHF | 494'669 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'396 CHF | 494'896 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'641 CHF | 489'141 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'094 CHF | 490'594 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'895 CHF | 489'395 CHF | 99.38% | 99.38% |