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% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'349 CHF | 502'849 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'079 CHF | 502'579 CHF | 90.84% | 90.84% |
11.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'004 CHF | 502'504 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'218 CHF | 502'718 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'416 CHF | 502'916 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'036 CHF | 502'536 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'866 CHF | 502'366 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'795 CHF | 501'295 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'161 CHF | 501'661 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'810 CHF | 501'310 CHF | 99.38% | 99.38% |