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% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'036 CHF | 500'536 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'079 CHF | 499'579 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'764 CHF | 499'264 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'925 CHF | 498'425 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'169 CHF | 498'669 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'079 CHF | 498'579 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'353 CHF | 498'853 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'289 CHF | 498'789 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'625 CHF | 499'125 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'768 CHF | 499'268 CHF | 100.00% | 100.00% |