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 | 0.49% | 100.87 % | 101.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'334 CHF | 506'834 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'141 CHF | 506'641 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'517 CHF | 501'017 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 98.64 % | 99.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'801 CHF | 496'301 CHF | 94.73% | 94.73% |
09.07.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'691 CHF | 499'191 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 99.36 % | 99.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'099 CHF | 500'599 CHF | 99.77% | 99.77% |
05.07.2024 | 0.50% | 99.82 % | 100.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'877 CHF | 501'377 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.52 % | 100.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'742 CHF | 500'242 CHF | 98.26% | 98.26% |
03.07.2024 | 0.51% | 98.67 % | 99.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'922 CHF | 494'422 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.26 % | 98.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'818 CHF | 493'318 CHF | 99.99% | 99.99% |