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% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'555 CHF | 495'055 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'442 CHF | 492'942 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'962 CHF | 489'462 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'237 CHF | 487'737 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'244 CHF | 491'744 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'580 CHF | 492'080 CHF | 99.35% | 99.35% |
05.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'576 CHF | 493'076 CHF | 99.38% | 99.38% |
04.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'016 CHF | 491'516 CHF | 99.38% | 99.38% |
03.07.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'409 CHF | 487'909 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'249 CHF | 486'749 CHF | 99.37% | 99.37% |