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 | 502'849 CHF | 506'849 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'108 CHF | 505'108 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'246 CHF | 504'246 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'722 CHF | 503'722 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'404 CHF | 504'404 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'090 CHF | 504'090 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'900 CHF | 502'900 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'002 CHF | 502'002 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'519 CHF | 500'519 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 499'949 | 500'000 | 495'943 CHF | 499'994 CHF | 100.00% | 100.00% |