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% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'245 CHF | 501'745 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'245 CHF | 501'745 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'244 CHF | 501'744 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'248 CHF | 501'748 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'172 CHF | 501'672 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'112 CHF | 501'612 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'808 CHF | 501'308 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'825 CHF | 501'325 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'712 CHF | 501'212 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'797 CHF | 501'297 CHF | 98.67% | 98.67% |