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 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'481 CHF | 502'981 CHF | 99.99% | 99.99% |
12.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'133 CHF | 503'633 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'513 CHF | 501'013 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'197 CHF | 497'697 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'996 CHF | 498'496 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'454 CHF | 498'954 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'498 CHF | 499'998 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'200 CHF | 499'700 CHF | 99.46% | 99.46% |
03.07.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'917 CHF | 496'417 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'830 CHF | 497'330 CHF | 100.00% | 100.00% |