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% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'752 CHF | 502'300 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 502'043 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'803 CHF | 502'346 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'548 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'548 CHF | 100.00% | 100.00% |