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 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'747 CHF | 496'247 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'314 CHF | 497'814 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'348 CHF | 503'848 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'696 CHF | 503'196 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'301 CHF | 506'801 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'526 CHF | 507'026 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'523 CHF | 505'023 CHF | 99.36% | 99.36% |
04.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'855 CHF | 504'355 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'851 CHF | 503'351 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'281 CHF | 499'781 CHF | 98.67% | 98.67% |