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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'856 CHF | 501'356 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'966 CHF | 501'466 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'092 CHF | 500'592 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'155 CHF | 499'655 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'828 CHF | 500'328 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'663 CHF | 500'163 CHF | 99.34% | 99.34% |
05.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'390 CHF | 499'890 CHF | 99.33% | 99.33% |
04.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'202 CHF | 498'702 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'332 CHF | 497'832 CHF | 99.17% | 99.17% |
02.07.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'375 CHF | 495'875 CHF | 98.66% | 98.66% |