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% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'548 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'543 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'543 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'882 CHF | 501'432 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'050 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'231 CHF | 499'779 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'000 CHF | 499'550 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'954 CHF | 499'504 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'486 CHF | 499'036 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'106 CHF | 498'655 CHF | 100.00% | 100.00% |