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% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'718 CHF | 491'218 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'978 CHF | 488'478 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'671 CHF | 486'171 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'997 CHF | 483'497 CHF | 99.36% | 99.36% |
09.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'477 CHF | 484'977 CHF | 67.72% | 67.72% |
08.07.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'638 CHF | 484'138 CHF | 99.38% | 99.38% |
05.07.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'132 CHF | 487'632 CHF | 99.07% | 99.07% |
04.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'228 CHF | 485'728 CHF | 98.56% | 98.56% |
03.07.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'537 CHF | 484'037 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'189 CHF | 478'689 CHF | 99.38% | 99.38% |