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% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'412 CHF | 502'912 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'204 CHF | 502'704 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'579 CHF | 503'079 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'417 CHF | 502'917 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'150 CHF | 502'650 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'158 CHF | 502'658 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'094 CHF | 501'594 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'918 CHF | 501'418 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'658 CHF | 500'158 CHF | 99.39% | 99.39% |
02.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'405 CHF | 500'905 CHF | 99.38% | 99.38% |