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% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'092 CHF | 500'592 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'222 CHF | 499'722 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'990 CHF | 498'490 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'259 CHF | 496'759 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'346 CHF | 497'846 CHF | 67.73% | 67.73% |
08.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'276 CHF | 497'776 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'974 CHF | 496'474 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'638 CHF | 496'138 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'808 CHF | 494'308 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'588 CHF | 491'088 CHF | 99.38% | 99.38% |