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 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'059 CHF | 473'315 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'438 CHF | 474'727 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'055 CHF | 470'305 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'056 CHF | 464'306 CHF | 99.39% | 99.39% |
09.07.2024 | 0.48% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'983 CHF | 465'233 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'856 CHF | 470'106 CHF | 99.35% | 99.35% |
05.07.2024 | 0.48% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'062 CHF | 468'312 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'354 CHF | 464'604 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'021 CHF | 460'271 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'290 CHF | 454'540 CHF | 99.37% | 99.37% |