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 | 0.85% | 99.60 % | 100.40 % | 4'000'000 | 100'000 | 1'156'850 | 28'921 | 1'152'160 CHF | 29'039 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 99.50 % | 100.50 % | 4'000'000 | 100'000 | 1'175'350 | 29'384 | 1'169'450 CHF | 29'531 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 99.60 % | 100.60 % | 4'000'000 | 100'000 | 1'180'760 | 29'519 | 1'176'020 CHF | 29'696 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.80 % | 100.60 % | 4'000'000 | 100'000 | 1'185'520 | 29'638 | 1'183'150 CHF | 29'816 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 99.70 % | 100.50 % | 4'000'000 | 100'000 | 1'168'750 | 29'219 | 1'165'220 CHF | 29'366 CHF | 98.95% | 98.95% |
08.07.2024 | 1.01% | 99.60 % | 100.60 % | 4'000'000 | 100'000 | 1'177'220 | 29'430 | 1'172'490 CHF | 29'608 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.70 % | 100.70 % | 4'000'000 | 100'000 | 1'184'890 | 29'622 | 1'181'340 CHF | 29'830 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.50 % | 100.30 % | 400'000 | 10'000 | 399'531 | 9'988 | 397'533 CHF | 10'018 CHF | 99.45% | 99.45% |
03.07.2024 | 0.83% | 99.70 % | 100.50 % | 4'000'000 | 100'000 | 537'792 | 29'233 | 536'101 CHF | 29'366 CHF | 99.97% | 99.97% |
02.07.2024 | 1.01% | 99.40 % | 100.40 % | 500'000 | 100'000 | 147'897 | 29'579 | 146'996 CHF | 29'695 CHF | 100.00% | 100.00% |