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% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'536 CHF | 503'036 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'932 CHF | 502'432 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'990 CHF | 501'490 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'390 CHF | 498'890 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'537 CHF | 500'037 CHF | 99.67% | 99.67% |
08.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'413 CHF | 498'913 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'998 CHF | 499'498 CHF | 97.13% | 97.13% |
04.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'430 CHF | 498'930 CHF | 99.46% | 99.46% |
03.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'535 CHF | 498'035 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'611 CHF | 496'111 CHF | 100.00% | 100.00% |