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 | 0.23% | 99.09 % | 99.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'757 CHF | 496'909 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 99.29 % | 99.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'318 CHF | 497'475 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 99.29 % | 99.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'424 CHF | 497'582 CHF | 100.00% | 100.00% |
10.07.2024 | 0.23% | 99.19 % | 99.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'239 CHF | 497'389 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 99.29 % | 99.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'770 CHF | 497'920 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 99.29 % | 99.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'481 CHF | 497'633 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 99.19 % | 99.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'286 CHF | 497'436 CHF | 100.00% | 100.00% |
04.07.2024 | 0.23% | 99.19 % | 99.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'327 CHF | 497'477 CHF | 99.45% | 99.45% |
03.07.2024 | 0.23% | 99.19 % | 99.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'254 CHF | 497'404 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 99.09 % | 99.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'440 CHF | 496'591 CHF | 100.00% | 100.00% |