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% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'453 CHF | 489'953 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'113 CHF | 487'613 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'866 CHF | 486'366 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'059 CHF | 486'559 CHF | 99.35% | 99.35% |
09.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'636 CHF | 488'136 CHF | 67.72% | 67.72% |
08.07.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'099 CHF | 486'599 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 499'884 | 483'622 CHF | 486'009 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'258 CHF | 486'758 CHF | 98.56% | 98.56% |
03.07.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'181 CHF | 484'681 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'943 CHF | 480'443 CHF | 99.38% | 99.38% |