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% | 92.85 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'901 CHF | 468'151 CHF | 99.37% | 99.37% |
12.07.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'332 CHF | 468'582 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'819 CHF | 463'069 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'993 CHF | 462'243 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 91.40 % | 91.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'242 CHF | 462'492 CHF | 99.38% | 99.38% |
08.07.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'329 CHF | 465'579 CHF | 99.34% | 99.34% |
05.07.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'774 CHF | 467'024 CHF | 99.35% | 99.35% |
04.07.2024 | 0.48% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 499'968 | 463'443 CHF | 465'663 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'256 CHF | 462'506 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 91.25 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'349 CHF | 459'599 CHF | 98.66% | 98.66% |