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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'514 CHF | 498'014 CHF | 97.32% | 97.32% |
24.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'901 CHF | 498'401 CHF | 95.11% | 95.11% |
23.07.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'215 CHF | 498'715 CHF | 95.68% | 95.68% |
22.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'339 CHF | 501'839 CHF | 98.72% | 98.72% |
19.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'459 CHF | 500'959 CHF | 97.60% | 97.60% |
18.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'741 CHF | 500'241 CHF | 99.36% | 99.36% |
17.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'848 CHF | 500'348 CHF | 99.37% | 99.37% |
16.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'454 CHF | 499'954 CHF | 99.37% | 99.37% |
15.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'047 CHF | 500'547 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'173 CHF | 498'673 CHF | 99.38% | 99.38% |