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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'829 CHF | 502'329 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'428 CHF | 501'928 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'015 CHF | 498'515 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'567 CHF | 498'067 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'134 CHF | 498'634 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'838 CHF | 500'338 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'520 CHF | 501'020 CHF | 99.36% | 99.36% |
04.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'700 CHF | 502'200 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'626 CHF | 500'126 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'975 CHF | 498'475 CHF | 98.68% | 98.68% |