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% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'771 CHF | 503'271 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'806 CHF | 503'306 CHF | 90.89% | 90.89% |
11.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'184 CHF | 501'684 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'753 CHF | 499'253 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'661 CHF | 501'161 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'808 CHF | 500'308 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'485 CHF | 500'985 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'850 CHF | 500'350 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 499'890 | 497'101 CHF | 499'491 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'442 CHF | 496'942 CHF | 99.37% | 99.37% |