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% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'585 CHF | 502'085 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'168 CHF | 499'668 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'740 CHF | 499'240 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'994 CHF | 501'494 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'345 CHF | 503'845 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'984 CHF | 503'484 CHF | 96.64% | 96.64% |
05.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'060 CHF | 504'560 CHF | 97.13% | 97.13% |
04.07.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'608 CHF | 506'108 CHF | 99.45% | 99.45% |
03.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'881 CHF | 505'381 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'796 CHF | 505'296 CHF | 100.00% | 100.00% |