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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'709 CHF | 505'209 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'906 CHF | 506'406 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'240 CHF | 505'740 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'354 CHF | 504'854 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'746 CHF | 502'246 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'460 CHF | 500'960 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'082 CHF | 500'582 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'871 CHF | 500'371 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'643 CHF | 499'143 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'598 CHF | 500'098 CHF | 98.67% | 98.67% |