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% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'411 CHF | 503'911 CHF | 99.69% | 99.69% |
24.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 499'737 | 499'737 | 504'125 CHF | 505'625 CHF | 100.00% | 100.00% |
23.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'880 CHF | 501'380 CHF | 100.00% | 100.00% |
22.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 502'000 CHF | 100.00% | 100.00% |
19.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'870 CHF | 501'370 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'450 CHF | 500'950 CHF | 99.30% | 99.30% |
17.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'989 CHF | 501'489 CHF | 100.00% | 100.00% |
16.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'865 CHF | 501'365 CHF | 99.83% | 99.83% |
15.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'855 CHF | 500'355 CHF | 100.00% | 100.00% |