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% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'319 CHF | 504'819 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'884 CHF | 504'384 CHF | 90.89% | 90.89% |
11.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'625 CHF | 503'125 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'729 CHF | 502'229 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'328 CHF | 502'828 CHF | 67.68% | 67.68% |
08.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'878 CHF | 502'378 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'760 CHF | 502'260 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'935 CHF | 502'435 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'968 CHF | 501'468 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'521 CHF | 500'021 CHF | 99.37% | 99.37% |