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% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'590 CHF | 505'090 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'705 CHF | 504'205 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'171 CHF | 503'671 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'201 CHF | 503'701 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'855 CHF | 503'355 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'480 CHF | 502'980 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'734 CHF | 503'234 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'011 CHF | 503'511 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'318 CHF | 503'818 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'811 CHF | 504'311 CHF | 98.66% | 98.66% |