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% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'546 CHF | 498'046 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'252 CHF | 497'752 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'592 CHF | 497'092 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'132 CHF | 495'632 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'543 CHF | 496'043 CHF | 99.67% | 99.67% |
08.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'839 CHF | 495'339 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'043 CHF | 492'543 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'451 CHF | 495'951 CHF | 99.46% | 99.46% |
03.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'539 CHF | 495'039 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'147 CHF | 493'647 CHF | 100.00% | 100.00% |