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 | 0.40% | 99.00 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'300 CHF | 497'300 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 99.00 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'693 CHF | 496'693 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 99.10 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'378 CHF | 497'378 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 98.90 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'394 CHF | 497'394 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 99.20 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'706 CHF | 497'706 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 99.00 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'345 CHF | 497'345 CHF | 96.64% | 96.64% |
05.07.2024 | 0.40% | 99.10 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'522 CHF | 497'522 CHF | 97.13% | 97.13% |
04.07.2024 | 0.40% | 99.20 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'885 CHF | 497'885 CHF | 99.46% | 99.46% |
03.07.2024 | 0.40% | 99.10 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'500 CHF | 497'500 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 99.00 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'191 CHF | 497'191 CHF | 100.00% | 100.00% |