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% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'218 CHF | 498'718 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'236 CHF | 499'736 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'943 CHF | 501'443 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'200 CHF | 499'700 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'815 CHF | 500'315 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'545 CHF | 502'045 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'853 CHF | 503'353 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'316 CHF | 500'816 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'883 CHF | 502'383 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'004 CHF | 499'504 CHF | 98.67% | 98.67% |