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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'922 CHF | 502'422 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'834 CHF | 503'334 CHF | 90.88% | 90.88% |
11.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'154 CHF | 491'654 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'273 CHF | 489'773 CHF | 99.36% | 99.36% |
09.07.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'238 CHF | 491'738 CHF | 67.72% | 67.72% |
08.07.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'120 CHF | 491'620 CHF | 99.37% | 99.37% |
05.07.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'612 CHF | 492'112 CHF | 99.08% | 99.08% |
04.07.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'224 CHF | 490'724 CHF | 98.56% | 98.56% |
03.07.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'639 CHF | 490'139 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'232 CHF | 491'732 CHF | 99.38% | 99.38% |