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% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'436 CHF | 498'936 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'830 CHF | 497'330 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'563 CHF | 497'063 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'802 CHF | 496'302 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'301 CHF | 496'801 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'656 CHF | 496'156 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'608 CHF | 496'108 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'166 CHF | 495'666 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'656 CHF | 496'156 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'392 CHF | 494'892 CHF | 100.00% | 100.00% |