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% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'173 CHF | 499'673 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'426 CHF | 498'926 CHF | 90.89% | 90.89% |
11.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'899 CHF | 498'399 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'582 CHF | 499'082 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'562 CHF | 500'062 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'150 CHF | 498'650 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'195 CHF | 498'695 CHF | 99.07% | 99.07% |
04.07.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'000 CHF | 495'500 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'861 CHF | 496'361 CHF | 99.34% | 99.34% |
02.07.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'195 CHF | 495'695 CHF | 99.38% | 99.38% |