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% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'015 CHF | 500'515 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'994 CHF | 499'494 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'662 CHF | 499'162 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'535 CHF | 498'035 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'782 CHF | 498'282 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'289 CHF | 498'789 CHF | 99.34% | 99.34% |
05.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'953 CHF | 496'453 CHF | 99.34% | 99.34% |
04.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'594 CHF | 494'094 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'754 CHF | 494'254 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'241 CHF | 490'741 CHF | 98.66% | 98.66% |