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% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'447 CHF | 499'947 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'286 CHF | 500'786 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'730 CHF | 501'230 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'127 CHF | 500'627 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'065 CHF | 501'565 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'528 CHF | 502'028 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'237 CHF | 499'737 CHF | 99.37% | 99.37% |
04.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'802 CHF | 499'302 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 499'989 | 496'526 CHF | 499'015 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'504 CHF | 499'004 CHF | 99.37% | 99.37% |