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% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'411 CHF | 500'911 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'699 CHF | 500'199 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'425 CHF | 499'925 CHF | 99.99% | 99.99% |
10.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'060 CHF | 501'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'146 CHF | 502'646 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'345 CHF | 501'845 CHF | 96.64% | 96.64% |
05.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'052 CHF | 502'552 CHF | 97.13% | 97.13% |
04.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'889 CHF | 503'389 CHF | 99.46% | 99.46% |
03.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'028 CHF | 503'528 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'087 CHF | 502'587 CHF | 100.00% | 100.00% |