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% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'200 CHF | 499'700 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'640 CHF | 496'140 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'107 CHF | 498'607 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'318 CHF | 502'818 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'462 CHF | 503'962 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'053 CHF | 503'553 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'488 CHF | 501'988 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'176 CHF | 502'676 CHF | 98.55% | 98.55% |
03.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'400 CHF | 498'900 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'963 CHF | 492'463 CHF | 99.37% | 99.37% |