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 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 498'728 | 500'000 | 496'310 CHF | 499'125 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'365 CHF | 498'908 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'833 CHF | 498'375 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'643 CHF | 498'193 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'719 CHF | 498'269 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'304 CHF | 497'853 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'161 CHF | 497'711 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'032 CHF | 495'582 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'151 CHF | 494'701 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'668 CHF | 491'217 CHF | 100.00% | 100.00% |