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% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'537 CHF | 504'037 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'511 CHF | 504'011 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'510 CHF | 504'010 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'568 CHF | 504'068 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'693 CHF | 504'193 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'781 CHF | 504'281 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'738 CHF | 504'238 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'996 CHF | 504'496 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'052 CHF | 504'552 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'064 CHF | 504'564 CHF | 98.67% | 98.67% |