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 | 0.31% | 100.30 % | 100.61 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'610 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 504'000 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'543 CHF | 99.97% | 100.00% |
10.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'550 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'550 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'048 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'050 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'050 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'050 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'548 CHF | 100.00% | 100.00% |