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% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'297 CHF | 499'797 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'967 CHF | 499'467 CHF | 90.89% | 90.89% |
11.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'106 CHF | 502'606 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'735 CHF | 511'235 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'468 CHF | 510'968 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'019 CHF | 510'519 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'209 CHF | 509'709 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'135 CHF | 509'635 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'348 CHF | 508'848 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'799 CHF | 507'299 CHF | 99.38% | 99.38% |