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% | 99.32 % | 99.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'597 CHF | 500'097 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.03 % | 100.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'376 CHF | 501'876 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 99.83 % | 100.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'334 CHF | 501'834 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'053 CHF | 502'553 CHF | 94.73% | 94.73% |
09.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'094 CHF | 503'594 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 100.22 % | 100.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'883 CHF | 505'383 CHF | 99.77% | 99.77% |
05.07.2024 | 0.50% | 100.52 % | 101.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'397 CHF | 505'897 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.44 % | 100.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'717 CHF | 504'217 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.96 % | 100.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'117 CHF | 502'617 CHF | 80.87% | 80.87% |
02.07.2024 | 0.50% | 99.36 % | 99.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'143 CHF | 498'643 CHF | 70.72% | 70.72% |