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% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'557 CHF | 488'057 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'909 CHF | 487'409 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'142 CHF | 486'642 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'913 CHF | 486'413 CHF | 99.38% | 99.38% |
09.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'405 CHF | 484'905 CHF | 99.37% | 99.37% |
08.07.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 499'894 | 482'958 CHF | 485'355 CHF | 99.34% | 99.34% |
05.07.2024 | 0.51% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'310 CHF | 486'810 CHF | 99.34% | 99.34% |
04.07.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'346 CHF | 486'846 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'749 CHF | 485'249 CHF | 99.17% | 99.17% |
02.07.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'652 CHF | 480'152 CHF | 98.66% | 98.66% |