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 | 0.80% | 99.50 % | 100.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'500 CHF | 100'300 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'500 CHF | 100'300 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'500 CHF | 100'300 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'000 CHF | 100'400 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'000 CHF | 100'400 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 CHF | 100'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 CHF | 100'500 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 CHF | 100'500 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 CHF | 100'600 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 CHF | 100'600 CHF | 100.00% | 100.00% |