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 | 0.59% | 101.02 % | 101.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'073 CHF | 509'073 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 101.22 % | 101.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'421 CHF | 508'421 CHF | 78.49% | 78.49% |
11.07.2024 | 0.59% | 101.03 % | 101.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'995 CHF | 507'995 CHF | 100.00% | 100.00% |
10.07.2024 | 0.59% | 100.89 % | 101.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'283 CHF | 507'283 CHF | 94.72% | 94.72% |
09.07.2024 | 0.59% | 100.61 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'633 CHF | 506'633 CHF | 97.75% | 97.75% |
08.07.2024 | 0.59% | 100.79 % | 101.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'971 CHF | 506'971 CHF | 99.79% | 99.79% |
05.07.2024 | 0.59% | 100.67 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'143 CHF | 507'143 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 100.82 % | 101.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'291 CHF | 507'291 CHF | 98.27% | 98.27% |
03.07.2024 | 0.59% | 100.72 % | 101.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'478 CHF | 506'478 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 100.45 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'101 CHF | 505'101 CHF | 100.00% | 100.00% |