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% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'692 CHF | 505'192 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'117 CHF | 505'617 CHF | 90.84% | 90.84% |
11.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'356 CHF | 503'856 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'756 CHF | 503'256 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'355 CHF | 503'855 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'398 CHF | 503'898 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'824 CHF | 504'324 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'717 CHF | 503'217 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'286 CHF | 502'786 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'560 CHF | 501'060 CHF | 99.38% | 99.38% |