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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'744 CHF | 500'244 CHF | 99.81% | 99.81% |
24.07.2024 | 0.50% | 99.49 % | 99.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'824 CHF | 504'324 CHF | 86.46% | 86.46% |
23.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'629 CHF | 515'129 CHF | 100.00% | 100.00% |
22.07.2024 | 0.48% | 103.17 % | 103.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'739 CHF | 519'239 CHF | 100.00% | 100.00% |
19.07.2024 | 0.49% | 102.78 % | 103.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'494 CHF | 515'994 CHF | 99.74% | 99.74% |
18.07.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'422 CHF | 514'922 CHF | 99.75% | 99.75% |
17.07.2024 | 0.49% | 102.32 % | 102.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'845 CHF | 514'345 CHF | 86.55% | 86.55% |
16.07.2024 | 0.49% | 101.64 % | 102.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'298 CHF | 511'798 CHF | 89.70% | 89.70% |
15.07.2024 | 0.49% | 101.69 % | 102.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'440 CHF | 511'940 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.43 % | 101.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'978 CHF | 508'478 CHF | 78.76% | 78.76% |