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% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'665 CHF | 505'165 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'665 CHF | 505'165 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'388 CHF | 504'888 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'438 CHF | 504'938 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'054 CHF | 505'554 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'479 CHF | 505'979 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'139 CHF | 506'639 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'580 CHF | 506'080 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'854 CHF | 500'354 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'377 CHF | 497'877 CHF | 98.66% | 98.66% |