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% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'146 CHF | 491'646 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'794 CHF | 492'294 CHF | 90.89% | 90.89% |
11.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'886 CHF | 490'386 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'664 CHF | 488'164 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'646 CHF | 491'146 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'626 CHF | 492'126 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'504 CHF | 495'004 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'385 CHF | 493'885 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'157 CHF | 493'657 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'272 CHF | 491'772 CHF | 99.38% | 99.38% |