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% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'533 CHF | 506'033 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'935 CHF | 505'435 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'534 CHF | 505'034 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'417 CHF | 503'917 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'753 CHF | 504'253 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'055 CHF | 504'555 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'108 CHF | 504'608 CHF | 99.36% | 99.36% |
04.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'940 CHF | 506'440 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'224 CHF | 505'724 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'448 CHF | 504'948 CHF | 98.66% | 98.66% |