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% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'866 CHF | 504'366 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'666 CHF | 505'166 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'278 CHF | 505'778 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'410 CHF | 504'910 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'864 CHF | 506'364 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'552 CHF | 507'052 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'449 CHF | 503'949 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'060 CHF | 502'560 CHF | 99.37% | 99.37% |
03.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'589 CHF | 502'089 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'622 CHF | 501'122 CHF | 99.38% | 99.38% |