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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'738 CHF | 502'238 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'243 CHF | 501'743 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'619 CHF | 502'119 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'079 CHF | 499'579 CHF | 99.34% | 99.34% |
09.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'789 CHF | 499'289 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'545 CHF | 499'045 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'957 CHF | 498'457 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'556 CHF | 498'056 CHF | 98.55% | 98.55% |
03.07.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'712 CHF | 496'212 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'005 CHF | 494'505 CHF | 99.38% | 99.38% |