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 | 1.00% | 99.10 % | 100.10 % | 500'000 | 100'000 | 499'925 | 100'000 | 495'443 CHF | 100'103 CHF | 99.99% | 99.99% |
12.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'789 CHF | 100'558 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'492 CHF | 100'498 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'915 CHF | 100'383 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'088 CHF | 100'418 CHF | 99.27% | 99.27% |
08.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'333 CHF | 100'467 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'615 CHF | 100'523 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'668 CHF | 100'334 CHF | 99.45% | 99.45% |
03.07.2024 | 1.00% | 99.45 % | 100.45 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'876 CHF | 100'375 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 98.65 % | 99.65 % | 500'000 | 100'000 | 500'000 | 99'995 | 491'114 CHF | 99'218 CHF | 99.77% | 99.77% |