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% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'495 CHF | 503'995 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'480 CHF | 503'980 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'905 CHF | 502'405 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'109 CHF | 501'609 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'905 CHF | 501'405 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'063 CHF | 501'563 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'784 CHF | 500'284 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'142 CHF | 499'642 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'535 CHF | 500'035 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'001 CHF | 497'501 CHF | 99.38% | 99.38% |