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 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'154 CHF | 500'654 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'099 CHF | 501'599 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'487 CHF | 501'987 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'306 CHF | 500'806 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'487 CHF | 500'987 CHF | 99.67% | 99.67% |
08.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 501'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'927 CHF | 501'427 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'000 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'938 CHF | 501'438 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'494 CHF | 501'994 CHF | 100.00% | 100.00% |