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 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'466 CHF | 482'966 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'515 CHF | 483'015 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'039 CHF | 480'539 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'139 CHF | 475'476 CHF | 99.35% | 99.35% |
09.07.2024 | 0.52% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'285 CHF | 477'749 CHF | 67.68% | 67.68% |
08.07.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'558 CHF | 478'058 CHF | 99.38% | 99.38% |
05.07.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'713 CHF | 479'213 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'019 CHF | 477'464 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'412 CHF | 475'753 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'511 CHF | 469'761 CHF | 99.38% | 99.38% |