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 | 0.60% | 99.29 % | 99.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'158 CHF | 500'158 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 99.43 % | 100.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'653 CHF | 499'653 CHF | 78.49% | 78.49% |
11.07.2024 | 0.60% | 99.30 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'396 CHF | 499'396 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 99.19 % | 99.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'840 CHF | 498'840 CHF | 94.72% | 94.72% |
09.07.2024 | 0.60% | 99.01 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'435 CHF | 498'435 CHF | 97.74% | 97.74% |
08.07.2024 | 0.60% | 99.13 % | 99.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'646 CHF | 498'646 CHF | 99.79% | 99.79% |
05.07.2024 | 0.60% | 99.05 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'698 CHF | 498'698 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 99.15 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'890 CHF | 498'890 CHF | 98.27% | 98.27% |
03.07.2024 | 0.60% | 99.08 % | 99.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'276 CHF | 498'276 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 98.93 % | 99.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'578 CHF | 497'578 CHF | 100.00% | 100.00% |