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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'500 CHF | 101'500 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'500 CHF | 101'500 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'000 CHF | 101'400 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'999 CHF | 101'400 CHF | 99.28% | 99.28% |
08.07.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'243 CHF | 101'449 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 507'000 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 506'500 CHF | 99.46% | 99.46% |
03.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 506'500 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 507'000 CHF | 100.00% | 100.00% |
01.07.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 507'000 CHF | 90.69% | 90.69% |