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% | 100.22 % | 101.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'116 CHF | 505'116 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.13 % | 100.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'442 CHF | 504'442 CHF | 78.49% | 78.49% |
11.07.2024 | 0.80% | 100.04 % | 100.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'819 CHF | 503'819 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.83 % | 100.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'966 CHF | 502'966 CHF | 94.72% | 94.72% |
09.07.2024 | 0.80% | 99.72 % | 100.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'744 CHF | 502'744 CHF | 97.74% | 97.74% |
08.07.2024 | 0.80% | 99.74 % | 100.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'522 CHF | 502'522 CHF | 99.79% | 99.79% |
05.07.2024 | 0.80% | 99.68 % | 100.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'421 CHF | 502'421 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.64 % | 100.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'040 CHF | 502'040 CHF | 98.27% | 98.27% |
03.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'070 CHF | 502'070 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.65 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'273 CHF | 502'273 CHF | 100.00% | 100.00% |