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% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'696 CHF | 501'196 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'782 CHF | 501'282 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'757 CHF | 500'257 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'918 CHF | 499'418 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'409 CHF | 498'909 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'674 CHF | 499'174 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'084 CHF | 497'584 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'854 CHF | 497'354 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'365 CHF | 497'865 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'217 CHF | 495'717 CHF | 99.37% | 99.37% |