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 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'261 CHF | 502'761 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'304 CHF | 501'804 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'585 CHF | 498'085 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'905 CHF | 495'405 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'678 CHF | 498'178 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'114 CHF | 497'614 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'693 CHF | 497'193 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'811 CHF | 496'311 CHF | 99.45% | 99.45% |
03.07.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'172 CHF | 491'672 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'792 CHF | 488'292 CHF | 100.00% | 100.00% |