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% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'292 CHF | 505'792 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'824 CHF | 506'324 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'226 CHF | 504'726 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'351 CHF | 503'851 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'535 CHF | 506'035 CHF | 67.73% | 67.73% |
08.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'619 CHF | 505'119 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'334 CHF | 504'834 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'875 CHF | 504'375 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'290 CHF | 502'790 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'348 CHF | 501'848 CHF | 99.38% | 99.38% |