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 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'382 CHF | 505'382 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'661 CHF | 505'661 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'072 CHF | 505'072 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'228 CHF | 504'228 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'347 CHF | 504'347 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'922 CHF | 505'922 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'330 CHF | 506'330 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'256 CHF | 505'256 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'279 CHF | 502'279 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'194 CHF | 499'194 CHF | 100.00% | 100.00% |