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% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'938 CHF | 504'438 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'975 CHF | 504'475 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'998 CHF | 504'498 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'178 CHF | 504'678 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'247 CHF | 504'747 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'253 CHF | 504'753 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'434 CHF | 504'934 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'498 CHF | 504'998 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'621 CHF | 505'121 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'503 CHF | 505'003 CHF | 99.38% | 99.38% |