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 | 0.66% | 120.00 % | 120.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 599'780 CHF | 603'780 CHF | 99.99% | 99.99% |
12.07.2024 | 0.66% | 120.20 % | 121.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 600'034 CHF | 604'034 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 119.60 % | 120.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 599'050 CHF | 604'050 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 119.50 % | 120.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 596'672 CHF | 601'672 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 118.60 % | 119.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 595'138 CHF | 599'138 CHF | 99.58% | 99.58% |
08.07.2024 | 0.66% | 120.20 % | 121.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 604'939 CHF | 608'939 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 120.80 % | 121.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 606'032 CHF | 610'032 CHF | 100.00% | 100.00% |
04.07.2024 | 0.65% | 121.90 % | 122.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 609'354 CHF | 613'354 CHF | 99.45% | 99.45% |
03.07.2024 | 0.66% | 120.80 % | 121.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 603'917 CHF | 607'917 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 118.40 % | 119.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 592'024 CHF | 596'024 CHF | 99.99% | 99.99% |