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 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'925 CHF | 502'925 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'440 CHF | 502'440 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'293 CHF | 500'293 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'435 CHF | 499'435 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'885 CHF | 498'885 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'048 CHF | 500'048 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'813 CHF | 499'813 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'639 CHF | 499'639 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'175 CHF | 498'175 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'605 CHF | 494'605 CHF | 100.00% | 100.00% |