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 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'149 CHF | 494'149 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'805 CHF | 494'805 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'421 CHF | 496'421 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'068 CHF | 494'068 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'114 CHF | 493'114 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'095 CHF | 495'095 CHF | 99.99% | 99.99% |
05.07.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'774 CHF | 494'774 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'872 CHF | 494'872 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'404 CHF | 494'404 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'497 CHF | 491'497 CHF | 100.00% | 100.00% |