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 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 CHF | 101'900 CHF | 98.59% | 98.59% |
12.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 CHF | 101'900 CHF | 100.00% | 100.00% |
11.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 CHF | 101'900 CHF | 100.00% | 100.00% |
10.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 CHF | 101'900 CHF | 100.00% | 100.00% |
09.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 CHF | 101'900 CHF | 99.58% | 99.58% |
08.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 CHF | 101'900 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 100.00 % | 101.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'000 CHF | 101'800 CHF | 96.58% | 96.58% |
04.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'280 CHF | 101'856 CHF | 99.45% | 99.45% |
03.07.2024 | 1.78% | 100.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'470 CHF | 101'894 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 100.00 % | 101.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'579 CHF | 101'716 CHF | 100.00% | 100.00% |