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 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'425 CHF | 496'925 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'740 CHF | 499'240 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'906 CHF | 499'406 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'702 CHF | 503'202 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'581 CHF | 503'081 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'901 CHF | 502'401 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'590 CHF | 502'090 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'352 CHF | 501'852 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'902 CHF | 500'402 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'513 CHF | 500'013 CHF | 100.00% | 100.00% |