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 | 499'079 CHF | 501'579 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'087 CHF | 500'587 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'969 CHF | 499'469 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'364 CHF | 495'914 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'326 CHF | 497'876 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'368 CHF | 498'868 CHF | 99.99% | 99.99% |
05.07.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'691 CHF | 497'191 CHF | 97.13% | 97.13% |
04.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'113 CHF | 497'613 CHF | 99.45% | 99.45% |
03.07.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'007 CHF | 494'507 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 97.60 % | 97.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'992 CHF | 488'541 CHF | 100.00% | 100.00% |