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% | 98.91 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'040 CHF | 500'540 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.31 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'249 CHF | 497'749 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 98.98 % | 99.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'656 CHF | 498'156 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'534 CHF | 500'034 CHF | 94.73% | 94.73% |
09.07.2024 | 0.50% | 99.48 % | 99.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'219 CHF | 501'719 CHF | 97.75% | 97.75% |
08.07.2024 | 0.50% | 99.39 % | 99.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'883 CHF | 500'383 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 99.76 % | 100.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'448 CHF | 499'948 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.83 % | 99.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'556 CHF | 496'056 CHF | 98.27% | 98.27% |
03.07.2024 | 0.51% | 98.53 % | 99.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'789 CHF | 494'289 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 97.99 % | 98.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'520 CHF | 493'020 CHF | 100.00% | 100.00% |