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% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'246 CHF | 500'746 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'328 CHF | 499'828 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'233 CHF | 501'733 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'684 CHF | 501'184 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'933 CHF | 496'433 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'642 CHF | 501'142 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'323 CHF | 502'823 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'985 CHF | 503'485 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'949 CHF | 502'449 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'011 CHF | 496'511 CHF | 100.00% | 100.00% |