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% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'344 CHF | 476'747 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'064 CHF | 476'446 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'950 CHF | 473'227 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'706 CHF | 469'956 CHF | 99.36% | 99.36% |
09.07.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 499'980 | 468'926 CHF | 471'157 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'782 CHF | 472'032 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'242 CHF | 476'689 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'040 CHF | 475'302 CHF | 98.55% | 98.55% |
03.07.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'650 CHF | 471'900 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'027 CHF | 464'277 CHF | 99.37% | 99.37% |