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% | 100.60 % | 100.91 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'000 CHF | 100'910 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'043 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'042 CHF | 99.36% | 99.36% |
10.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'050 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'550 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'548 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 99.20% | 99.20% |
03.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'548 CHF | 100.00% | 100.00% |