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 | 0.50% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'673 CHF | 476'033 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'504 CHF | 476'882 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'385 CHF | 481'885 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'100 CHF | 500'600 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'760 CHF | 501'260 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'365 CHF | 499'865 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'691 CHF | 498'191 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'702 CHF | 498'202 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'544 CHF | 497'044 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'096 CHF | 494'596 CHF | 99.37% | 99.37% |