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% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'880 CHF | 501'380 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'331 CHF | 501'831 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'915 CHF | 500'415 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'781 CHF | 497'281 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'823 CHF | 494'323 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'546 CHF | 497'046 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'268 CHF | 497'768 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'891 CHF | 497'391 CHF | 99.38% | 99.38% |
03.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'157 CHF | 495'657 CHF | 99.39% | 99.39% |
02.07.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'686 CHF | 492'186 CHF | 99.37% | 99.37% |