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% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'367 CHF | 503'867 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'395 CHF | 502'895 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'524 CHF | 504'024 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'684 CHF | 504'184 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'329 CHF | 505'829 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'925 CHF | 505'425 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'156 CHF | 505'656 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'762 CHF | 505'262 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'150 CHF | 505'650 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'240 CHF | 504'740 CHF | 99.37% | 99.37% |