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 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'290 CHF | 502'290 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'269 CHF | 500'269 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'311 CHF | 499'311 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'041 CHF | 497'041 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'592 CHF | 496'592 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'071 CHF | 497'071 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'232 CHF | 497'232 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'355 CHF | 497'355 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'159 CHF | 496'159 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'963 CHF | 493'963 CHF | 100.00% | 100.00% |