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 | 500'246 CHF | 502'746 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'915 CHF | 503'415 CHF | 90.89% | 90.89% |
11.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'430 CHF | 502'930 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'018 CHF | 502'518 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'295 CHF | 501'795 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'219 CHF | 501'719 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'954 CHF | 502'454 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'909 CHF | 502'409 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'982 CHF | 502'482 CHF | 99.33% | 99.33% |
02.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'855 CHF | 502'355 CHF | 99.38% | 99.38% |