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% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'096 CHF | 503'596 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'190 CHF | 504'690 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'104 CHF | 503'604 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'856 CHF | 501'356 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'312 CHF | 498'812 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'783 CHF | 501'283 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'838 CHF | 502'338 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'320 CHF | 501'820 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'711 CHF | 500'211 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'902 CHF | 497'402 CHF | 99.37% | 99.37% |