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% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'461 CHF | 489'961 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'862 CHF | 490'362 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'380 CHF | 496'880 CHF | 99.38% | 99.38% |
10.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'328 CHF | 494'828 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'733 CHF | 500'233 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'035 CHF | 501'535 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'979 CHF | 499'479 CHF | 99.36% | 99.36% |
04.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'341 CHF | 499'841 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'189 CHF | 498'689 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'197 CHF | 495'697 CHF | 98.67% | 98.67% |