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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'027 CHF | 505'527 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'732 CHF | 505'232 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'578 CHF | 505'078 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'868 CHF | 504'368 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'716 CHF | 505'216 CHF | 67.68% | 67.68% |
08.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'748 CHF | 503'248 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'617 CHF | 503'117 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'430 CHF | 501'930 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'876 CHF | 499'376 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'051 CHF | 495'551 CHF | 99.38% | 99.38% |