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% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'341 CHF | 502'841 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'546 CHF | 504'046 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'396 CHF | 502'896 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'285 CHF | 501'785 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'257 CHF | 499'757 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'959 CHF | 501'459 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'765 CHF | 502'265 CHF | 99.37% | 99.37% |
04.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'094 CHF | 501'594 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'139 CHF | 500'639 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'658 CHF | 499'158 CHF | 99.37% | 99.37% |