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 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'603 CHF | 500'103 CHF | 99.70% | 99.70% |
24.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 499'739 | 499'739 | 503'201 CHF | 504'701 CHF | 100.00% | 100.00% |
23.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'491 CHF | 499'991 CHF | 100.00% | 100.00% |
22.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'656 CHF | 502'156 CHF | 100.00% | 100.00% |
19.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'900 CHF | 500'400 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'311 CHF | 500'811 CHF | 99.72% | 99.72% |
17.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'106 CHF | 501'606 CHF | 100.00% | 100.00% |
16.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'365 CHF | 500'865 CHF | 99.83% | 99.83% |
15.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'557 CHF | 501'057 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'588 CHF | 499'088 CHF | 100.00% | 100.00% |