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 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'454 CHF | 508'954 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'912 CHF | 510'412 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'135 CHF | 501'635 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'643 CHF | 500'143 CHF | 99.35% | 99.35% |
09.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'261 CHF | 501'761 CHF | 67.73% | 67.73% |
08.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'182 CHF | 501'682 CHF | 99.38% | 99.38% |
05.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'366 CHF | 501'866 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'399 CHF | 500'899 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'958 CHF | 500'458 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'223 CHF | 501'723 CHF | 99.38% | 99.38% |