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% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'595 CHF | 498'095 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'188 CHF | 494'688 CHF | 90.84% | 90.84% |
11.07.2024 | 0.50% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'574 CHF | 497'074 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'632 CHF | 501'132 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'778 CHF | 502'278 CHF | 67.71% | 67.71% |
08.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'389 CHF | 501'889 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'870 CHF | 500'370 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'521 CHF | 501'021 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'452 CHF | 496'952 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'563 CHF | 491'063 CHF | 99.38% | 99.38% |