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% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'651 CHF | 506'151 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'681 CHF | 506'181 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'791 CHF | 506'291 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'002 CHF | 505'502 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'010 CHF | 506'510 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'071 CHF | 504'571 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'671 CHF | 504'171 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'055 CHF | 504'555 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'919 CHF | 504'419 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'982 CHF | 502'482 CHF | 98.66% | 98.66% |