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 | 0.49% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'148 CHF | 506'648 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'011 CHF | 502'511 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'156 CHF | 501'656 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'903 CHF | 498'403 CHF | 99.52% | 99.52% |
09.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'505 CHF | 499'005 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'699 CHF | 498'199 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'012 CHF | 499'512 CHF | 97.13% | 97.13% |
04.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'278 CHF | 499'778 CHF | 99.45% | 99.45% |
03.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'646 CHF | 498'146 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'426 CHF | 495'926 CHF | 100.00% | 100.00% |