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% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'494 CHF | 500'994 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'241 CHF | 499'741 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'955 CHF | 497'455 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'759 CHF | 494'259 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'495 CHF | 496'995 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'258 CHF | 496'758 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'151 CHF | 494'651 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'590 CHF | 494'090 CHF | 98.55% | 98.55% |
03.07.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'096 CHF | 490'596 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'463 CHF | 485'963 CHF | 99.37% | 99.37% |