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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'496 CHF | 504'996 CHF | 99.70% | 99.70% |
24.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'140 CHF | 504'640 CHF | 100.00% | 100.00% |
23.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'035 CHF | 503'535 CHF | 100.00% | 100.00% |
22.07.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'348 CHF | 502'848 CHF | 100.00% | 100.00% |
19.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'725 CHF | 502'225 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'491 CHF | 502'991 CHF | 99.72% | 99.72% |
17.07.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'089 CHF | 502'589 CHF | 100.00% | 100.00% |
16.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'664 CHF | 503'164 CHF | 99.83% | 99.83% |
15.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'925 CHF | 502'425 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'285 CHF | 501'785 CHF | 100.00% | 100.00% |