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% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 502'000 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'982 CHF | 500'482 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'479 CHF | 501'022 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 500'550 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 501'500 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'833 CHF | 501'382 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'005 CHF | 501'555 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'015 CHF | 500'565 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'499 CHF | 501'049 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'005 CHF | 500'553 CHF | 100.00% | 100.00% |