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% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'372 CHF | 501'872 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 502'000 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'501 CHF | 502'001 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'761 CHF | 502'261 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'991 CHF | 502'491 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'110 CHF | 502'610 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'250 CHF | 502'750 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'061 CHF | 502'561 CHF | 98.66% | 98.66% |