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% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'791 CHF | 503'291 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'613 CHF | 503'113 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'737 CHF | 503'237 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'801 CHF | 503'301 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'660 CHF | 503'160 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'578 CHF | 503'078 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'826 CHF | 503'326 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'936 CHF | 503'436 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'757 CHF | 503'257 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'921 CHF | 502'421 CHF | 98.66% | 98.66% |