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% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'847 CHF | 504'347 CHF | 98.59% | 98.59% |
12.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'404 CHF | 504'904 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'357 CHF | 504'857 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'910 CHF | 504'410 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'280 CHF | 503'780 CHF | 99.67% | 99.67% |
08.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'799 CHF | 503'299 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'617 CHF | 503'117 CHF | 96.58% | 96.58% |
04.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'998 CHF | 503'498 CHF | 99.45% | 99.45% |
03.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'856 CHF | 503'356 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'709 CHF | 503'209 CHF | 100.00% | 100.00% |