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% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'856 CHF | 499'356 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'069 CHF | 499'569 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'545 CHF | 496'045 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'611 CHF | 495'111 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'745 CHF | 496'245 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'982 CHF | 496'482 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'955 CHF | 497'455 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'858 CHF | 495'358 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'268 CHF | 494'768 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'612 CHF | 492'112 CHF | 99.38% | 99.38% |