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% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'892 CHF | 508'892 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'173 CHF | 508'173 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'168 CHF | 508'168 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'943 CHF | 507'943 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'574 CHF | 507'574 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'805 CHF | 506'805 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'553 CHF | 507'553 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'598 CHF | 506'598 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'216 CHF | 505'216 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'562 CHF | 505'562 CHF | 100.00% | 100.00% |