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% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'757 CHF | 503'257 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'446 CHF | 502'946 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'937 CHF | 501'437 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'574 CHF | 500'074 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'562 CHF | 499'062 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'492 CHF | 496'992 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'613 CHF | 497'113 CHF | 99.35% | 99.35% |
04.07.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'461 CHF | 495'961 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'734 CHF | 495'234 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'613 CHF | 494'113 CHF | 98.67% | 98.67% |