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 | 498'439 CHF | 499'939 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'925 CHF | 500'425 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'590 CHF | 500'090 CHF | 99.99% | 99.99% |
10.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'380 CHF | 498'880 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'368 CHF | 497'868 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'105 CHF | 499'605 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'586 CHF | 499'086 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'651 CHF | 498'151 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'935 CHF | 496'435 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'294 CHF | 497'794 CHF | 100.00% | 100.00% |