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% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'303 CHF | 500'803 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.26 % | 100.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'707 CHF | 502'207 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 99.34 % | 99.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'119 CHF | 499'619 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.76 % | 100.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'733 CHF | 500'233 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.71 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'069 CHF | 501'569 CHF | 97.76% | 97.76% |
08.07.2024 | 0.50% | 99.81 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'502 CHF | 505'002 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 100.18 % | 100.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'256 CHF | 504'756 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.78 % | 101.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'145 CHF | 505'645 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 100.07 % | 100.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'337 CHF | 502'837 CHF | 99.98% | 99.98% |
02.07.2024 | 0.50% | 99.69 % | 100.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'487 CHF | 499'987 CHF | 99.99% | 99.99% |