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% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'326 CHF | 498'826 CHF | 99.93% | 99.93% |
12.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'896 CHF | 497'396 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'386 CHF | 496'886 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'446 CHF | 495'946 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'691 CHF | 496'191 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'524 CHF | 496'024 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'558 CHF | 496'058 CHF | 99.93% | 99.93% |
04.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'033 CHF | 496'533 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'507 CHF | 496'007 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'054 CHF | 496'554 CHF | 100.00% | 100.00% |