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% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'902 CHF | 490'402 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'758 CHF | 493'258 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'070 CHF | 492'570 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'601 CHF | 492'101 CHF | 99.37% | 99.37% |
09.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'045 CHF | 489'545 CHF | 99.37% | 99.37% |
08.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'153 CHF | 487'653 CHF | 99.35% | 99.35% |
05.07.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'234 CHF | 487'734 CHF | 99.39% | 99.39% |
04.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'113 CHF | 488'613 CHF | 99.38% | 99.38% |
03.07.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'141 CHF | 488'641 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'953 CHF | 489'453 CHF | 99.37% | 99.37% |