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 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'830 CHF | 489'330 CHF | 97.31% | 97.31% |
24.07.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'751 CHF | 488'251 CHF | 95.11% | 95.11% |
23.07.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'427 CHF | 493'927 CHF | 95.68% | 95.68% |
22.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'694 CHF | 498'194 CHF | 98.72% | 98.72% |
19.07.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'041 CHF | 496'541 CHF | 97.60% | 97.60% |
18.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'987 CHF | 498'487 CHF | 99.37% | 99.37% |
17.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'434 CHF | 499'934 CHF | 99.37% | 99.37% |
16.07.2024 | - | 99.60 % | 100.10 % | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |