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% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'127 CHF | 507'127 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 506'500 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'501 CHF | 506'501 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'497 CHF | 506'497 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 506'500 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'487 CHF | 506'487 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'778 CHF | 505'778 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 506'000 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'922 CHF | 505'922 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'490 CHF | 505'490 CHF | 100.00% | 100.00% |