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% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'204 CHF | 499'704 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'990 CHF | 500'490 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'572 CHF | 499'072 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'510 CHF | 497'010 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'373 CHF | 498'873 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'431 CHF | 498'931 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'664 CHF | 498'164 CHF | 96.93% | 96.93% |
04.07.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 499'858 | 496'643 CHF | 498'001 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'809 CHF | 498'309 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'406 CHF | 495'906 CHF | 100.00% | 100.00% |