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% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'052 CHF | 491'552 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'048 CHF | 493'548 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'967 CHF | 499'467 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'084 CHF | 498'584 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'828 CHF | 502'328 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'163 CHF | 502'663 CHF | 99.34% | 99.34% |
05.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'168 CHF | 500'668 CHF | 99.34% | 99.34% |
04.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'494 CHF | 499'994 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'572 CHF | 499'072 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'811 CHF | 495'311 CHF | 98.66% | 98.66% |