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% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'153 CHF | 497'653 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'241 CHF | 496'741 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'757 CHF | 497'257 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'734 CHF | 497'234 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'979 CHF | 496'479 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'132 CHF | 497'632 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'263 CHF | 498'763 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'173 CHF | 496'673 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'012 CHF | 495'512 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'814 CHF | 491'314 CHF | 98.67% | 98.67% |