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% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'638 CHF | 501'138 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'915 CHF | 501'415 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'288 CHF | 499'788 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'788 CHF | 499'288 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'488 CHF | 498'988 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'693 CHF | 499'193 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'334 CHF | 499'834 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'190 CHF | 498'690 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'091 CHF | 498'591 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'970 CHF | 496'470 CHF | 100.00% | 100.00% |