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% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'330 CHF | 498'830 CHF | 99.16% | 99.16% |
12.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'848 CHF | 503'348 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'416 CHF | 502'916 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'064 CHF | 502'564 CHF | 98.93% | 98.93% |
09.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'493 CHF | 504'993 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'471 CHF | 507'971 CHF | 99.21% | 99.21% |
05.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'047 CHF | 508'547 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'141 CHF | 505'641 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'279 CHF | 498'779 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'301 CHF | 495'801 CHF | 98.66% | 98.66% |