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 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'570 CHF | 498'570 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'807 CHF | 498'807 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'925 CHF | 494'925 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'200 CHF | 491'200 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'186 CHF | 492'186 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'551 CHF | 493'551 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'486 CHF | 494'486 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'411 CHF | 494'411 CHF | 99.45% | 99.45% |
03.07.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'612 CHF | 490'612 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'127 CHF | 490'127 CHF | 100.00% | 100.00% |