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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 501'500 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'748 CHF | 501'248 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'596 CHF | 501'096 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'227 CHF | 500'727 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'417 CHF | 500'917 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'892 CHF | 500'392 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'531 CHF | 500'031 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'907 CHF | 500'407 CHF | 99.37% | 99.37% |
03.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'906 CHF | 499'406 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'876 CHF | 498'376 CHF | 99.38% | 99.38% |