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 | 499'033 CHF | 501'533 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'048 CHF | 501'548 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'958 CHF | 501'458 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'094 CHF | 501'594 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'408 CHF | 501'908 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 499'988 | 500'000 | 499'404 CHF | 501'916 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'504 CHF | 502'004 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'512 CHF | 502'012 CHF | 99.37% | 99.37% |
03.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'809 CHF | 502'309 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'808 CHF | 502'308 CHF | 99.38% | 99.38% |