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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'668 CHF | 504'168 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'154 CHF | 502'654 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'102 CHF | 502'602 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'084 CHF | 501'584 CHF | 99.37% | 99.37% |
09.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'545 CHF | 502'045 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'704 CHF | 502'204 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'710 CHF | 502'210 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'465 CHF | 501'965 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'294 CHF | 501'794 CHF | 99.33% | 99.33% |
02.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'964 CHF | 500'464 CHF | 99.38% | 99.38% |