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% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'337 CHF | 499'837 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'392 CHF | 500'892 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'182 CHF | 501'682 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'371 CHF | 503'871 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'554 CHF | 504'054 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'234 CHF | 502'734 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'595 CHF | 503'095 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'682 CHF | 504'182 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'361 CHF | 503'861 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'119 CHF | 503'619 CHF | 99.37% | 99.37% |