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% | 99.43 % | 99.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'332 CHF | 497'832 CHF | 89.27% | 89.27% |
12.07.2024 | 0.50% | 99.86 % | 100.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'779 CHF | 498'279 CHF | 72.79% | 72.79% |
11.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'794 CHF | 501'294 CHF | 99.39% | 99.39% |
10.07.2024 | 0.50% | 100.07 % | 100.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'800 CHF | 503'300 CHF | 94.12% | 94.12% |
09.07.2024 | 0.50% | 99.99 % | 100.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'548 CHF | 503'048 CHF | 97.16% | 97.16% |
08.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'816 CHF | 504'316 CHF | 99.16% | 99.16% |
05.07.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'491 CHF | 502'991 CHF | 99.39% | 99.39% |
04.07.2024 | 0.50% | 99.93 % | 100.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'133 CHF | 500'633 CHF | 97.65% | 97.65% |
03.07.2024 | 0.50% | 99.57 % | 100.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'799 CHF | 499'299 CHF | 99.39% | 99.39% |
02.07.2024 | 0.51% | 98.54 % | 99.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'736 CHF | 495'236 CHF | 99.39% | 99.39% |