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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'415 CHF | 500'915 CHF | 97.85% | 97.85% |
24.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'335 CHF | 502'835 CHF | 93.52% | 93.52% |
23.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'356 CHF | 498'856 CHF | 96.65% | 96.65% |
22.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'010 CHF | 496'510 CHF | 97.66% | 97.66% |
19.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'276 CHF | 491'776 CHF | 97.94% | 97.94% |
18.07.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'611 CHF | 493'111 CHF | 99.32% | 99.32% |
17.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'914 CHF | 492'414 CHF | 99.37% | 99.37% |
16.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'391 CHF | 493'891 CHF | 99.38% | 99.38% |
15.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'218 CHF | 492'718 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'779 CHF | 493'279 CHF | 99.38% | 99.38% |