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 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'381 CHF | 503'381 CHF | 99.70% | 99.70% |
24.07.2024 | 0.20% | 100.70 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'671 CHF | 504'671 CHF | 100.00% | 100.00% |
23.07.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'846 CHF | 502'846 CHF | 100.00% | 100.00% |
22.07.2024 | 0.20% | 100.20 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'725 CHF | 500'725 CHF | 96.38% | 96.38% |
19.07.2024 | 0.20% | 99.60 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'390 CHF | 499'390 CHF | 99.99% | 99.99% |
18.07.2024 | 0.20% | 99.90 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'279 CHF | 500'279 CHF | 99.72% | 99.72% |
17.07.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'976 CHF | 499'976 CHF | 99.99% | 99.99% |
16.07.2024 | 0.20% | 100.00 % | 100.20 % | 500'000 | 500'000 | 499'381 | 499'381 | 499'168 CHF | 500'168 CHF | 100.00% | 100.00% |
15.07.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'199 CHF | 500'199 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'916 CHF | 499'916 CHF | 100.00% | 100.00% |