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% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'320 CHF | 504'820 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'228 CHF | 504'728 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'290 CHF | 504'790 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'244 CHF | 504'744 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'476 CHF | 504'976 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'570 CHF | 505'070 CHF | 99.34% | 99.34% |
05.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'932 CHF | 504'432 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'662 CHF | 504'162 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'749 CHF | 504'249 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 504'000 CHF | 99.37% | 99.37% |