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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'610 CHF | 505'110 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'372 CHF | 504'872 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'408 CHF | 505'908 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'795 CHF | 505'295 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'421 CHF | 505'921 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'288 CHF | 505'788 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'779 CHF | 505'279 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'026 CHF | 504'526 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'625 CHF | 504'125 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'770 CHF | 503'270 CHF | 98.66% | 98.66% |