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% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'754 CHF | 504'754 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'092 CHF | 502'092 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'856 CHF | 501'856 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'267 CHF | 502'267 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'257 CHF | 501'257 CHF | 99.58% | 99.58% |
08.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'897 CHF | 500'897 CHF | 96.64% | 96.64% |
05.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'119 CHF | 507'119 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'581 CHF | 506'581 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'798 CHF | 505'798 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'729 CHF | 503'729 CHF | 100.00% | 100.00% |