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% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'512 CHF | 493'012 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'401 CHF | 491'901 CHF | 99.99% | 99.99% |
11.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'393 CHF | 489'893 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'278 CHF | 487'778 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'837 CHF | 489'337 CHF | 99.67% | 99.67% |
08.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'069 CHF | 486'569 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'998 CHF | 488'498 CHF | 97.13% | 97.13% |
04.07.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'665 CHF | 487'165 CHF | 99.45% | 99.45% |
03.07.2024 | 0.52% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'571 CHF | 486'071 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'314 CHF | 483'814 CHF | 100.00% | 100.00% |