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 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'874 CHF | 499'422 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'158 CHF | 498'701 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'952 CHF | 498'494 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'389 CHF | 496'939 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'239 CHF | 498'789 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'367 CHF | 499'916 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'135 CHF | 496'685 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'682 CHF | 502'232 CHF | 99.46% | 99.46% |
03.07.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'883 CHF | 500'433 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'145 CHF | 496'694 CHF | 100.00% | 100.00% |