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% | 98.81 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'279 CHF | 498'779 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.39 % | 99.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'020 CHF | 499'520 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'435 CHF | 498'935 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 98.84 % | 99.34 % | 500'000 | 500'000 | 500'000 | 499'999 | 495'211 CHF | 497'710 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.22 % | 99.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'760 CHF | 499'260 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 99.11 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'940 CHF | 499'440 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 99.57 % | 100.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'895 CHF | 500'395 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.32 % | 99.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'154 CHF | 498'654 CHF | 98.25% | 98.25% |
03.07.2024 | 0.51% | 98.56 % | 99.06 % | 500'000 | 500'000 | 500'000 | 499'998 | 492'369 CHF | 494'866 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.07 % | 98.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'229 CHF | 490'729 CHF | 100.00% | 100.00% |