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% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'050 CHF | 498'550 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'562 CHF | 499'062 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'800 CHF | 499'300 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'799 CHF | 499'299 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'738 CHF | 497'238 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'866 CHF | 497'366 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'855 CHF | 497'355 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'016 CHF | 497'516 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'944 CHF | 496'444 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'532 CHF | 494'032 CHF | 98.66% | 98.66% |