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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'734 CHF | 504'234 CHF | 99.99% | 99.99% |
12.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'724 CHF | 502'224 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'194 CHF | 501'694 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'111 CHF | 503'611 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'962 CHF | 505'462 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'231 CHF | 504'731 CHF | 96.64% | 96.64% |
05.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'139 CHF | 505'639 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'404 CHF | 506'904 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'535 CHF | 507'035 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'054 CHF | 506'554 CHF | 100.00% | 100.00% |