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 | 502'283 CHF | 506'283 CHF | 98.59% | 98.59% |
12.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'914 CHF | 505'914 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 505'500 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'952 CHF | 504'952 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'948 CHF | 504'948 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'715 CHF | 504'715 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'178 CHF | 504'178 CHF | 96.58% | 96.58% |
04.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'420 CHF | 504'420 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'166 CHF | 504'166 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'292 CHF | 504'292 CHF | 100.00% | 100.00% |