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 | 0.52% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'139 CHF | 478'600 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'743 CHF | 476'142 CHF | 99.39% | 99.39% |
11.07.2024 | 0.48% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'068 CHF | 475'348 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'998 CHF | 474'248 CHF | 99.37% | 99.37% |
09.07.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'463 CHF | 474'716 CHF | 99.38% | 99.38% |
08.07.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 499'978 | 470'654 CHF | 472'887 CHF | 99.34% | 99.34% |
05.07.2024 | 0.53% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'662 CHF | 477'160 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'629 CHF | 475'964 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'782 CHF | 475'085 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'677 CHF | 473'927 CHF | 98.66% | 98.66% |