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 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'501 CHF | 501'501 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'034 CHF | 502'034 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'075 CHF | 501'075 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'020 CHF | 500'020 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'320 CHF | 499'320 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'671 CHF | 500'671 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'180 CHF | 499'180 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'845 CHF | 500'845 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'339 CHF | 500'339 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'574 CHF | 496'574 CHF | 100.00% | 100.00% |