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% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'834 CHF | 501'334 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'970 CHF | 501'470 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'658 CHF | 498'158 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'848 CHF | 497'348 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'939 CHF | 498'439 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'160 CHF | 498'660 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'084 CHF | 499'584 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'177 CHF | 497'677 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'832 CHF | 497'332 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'203 CHF | 494'703 CHF | 99.38% | 99.38% |