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 | 501'892 CHF | 504'392 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'303 CHF | 504'803 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 499'988 | 500'000 | 502'260 CHF | 504'772 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'385 CHF | 504'885 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'605 CHF | 505'105 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'592 CHF | 505'092 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'787 CHF | 505'287 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'866 CHF | 505'366 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'209 CHF | 505'709 CHF | 99.39% | 99.39% |
02.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'231 CHF | 505'731 CHF | 99.37% | 99.37% |