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% | 100.16 % | 100.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'948 CHF | 504'448 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.38 % | 100.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'177 CHF | 504'677 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 100.52 % | 101.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'512 CHF | 504'012 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'548 CHF | 502'048 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.83 % | 100.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'217 CHF | 502'717 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 99.69 % | 100.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'264 CHF | 500'764 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 99.57 % | 100.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'873 CHF | 500'373 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.66 % | 100.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'829 CHF | 500'329 CHF | 98.27% | 98.27% |
03.07.2024 | 0.50% | 99.29 % | 99.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'176 CHF | 498'676 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.77 % | 99.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'115 CHF | 494'615 CHF | 100.00% | 100.00% |