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% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'632 CHF | 501'132 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'619 CHF | 501'119 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'802 CHF | 501'302 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'545 CHF | 500'045 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'142 CHF | 499'642 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'972 CHF | 500'472 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'368 CHF | 500'868 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 499'964 | 498'490 CHF | 500'954 CHF | 99.37% | 99.37% |
03.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'914 CHF | 501'414 CHF | 99.39% | 99.39% |
02.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'616 CHF | 500'116 CHF | 99.37% | 99.37% |