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% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'279 CHF | 472'529 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'747 CHF | 469'997 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'099 CHF | 469'349 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'807 CHF | 468'057 CHF | 99.39% | 99.39% |
09.07.2024 | 0.48% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'439 CHF | 468'689 CHF | 99.38% | 99.38% |
08.07.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'625 CHF | 466'875 CHF | 99.34% | 99.34% |
05.07.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'927 CHF | 471'177 CHF | 99.34% | 99.34% |
04.07.2024 | 0.48% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'584 CHF | 469'834 CHF | 99.17% | 99.17% |
03.07.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'057 CHF | 469'307 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'783 CHF | 468'033 CHF | 98.67% | 98.67% |