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% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'346 CHF | 506'346 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 492'734 | 501'747 CHF | 498'401 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'199 CHF | 506'199 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'078 CHF | 505'078 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'311 CHF | 504'311 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'610 CHF | 504'610 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'409 CHF | 504'409 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'782 CHF | 501'782 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 499'258 | 495'954 CHF | 499'212 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'843 CHF | 499'843 CHF | 100.00% | 100.00% |