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 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'724 CHF | 507'724 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 491'620 | 502'576 CHF | 498'087 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'844 CHF | 506'844 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'115 CHF | 506'115 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'149 CHF | 505'149 CHF | 99.58% | 99.58% |
08.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'271 CHF | 505'271 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'349 CHF | 505'349 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'138 CHF | 504'138 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'246 CHF | 505'246 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'594 CHF | 504'594 CHF | 100.00% | 100.00% |