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% | 98.59 % | 99.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'302 CHF | 497'802 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'328 CHF | 496'828 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 98.94 % | 99.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'462 CHF | 501'962 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 103.03 % | 103.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'511 CHF | 516'011 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 102.66 % | 103.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'461 CHF | 515'961 CHF | 97.76% | 97.76% |
08.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'240 CHF | 514'740 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 102.09 % | 102.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'015 CHF | 513'515 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.99 % | 102.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'603 CHF | 513'103 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 102.23 % | 102.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'031 CHF | 512'531 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'688 CHF | 509'188 CHF | 100.00% | 100.00% |