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 | 502'890 CHF | 505'390 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'318 CHF | 504'818 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'495 CHF | 503'995 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 499'237 | 498'986 CHF | 500'720 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'074 CHF | 502'574 CHF | 99.67% | 99.67% |
08.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'581 CHF | 501'081 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'001 CHF | 501'501 CHF | 97.13% | 97.13% |
04.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'056 CHF | 501'556 CHF | 99.45% | 99.45% |
03.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'236 CHF | 500'736 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'386 CHF | 498'886 CHF | 100.00% | 100.00% |