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% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'847 CHF | 504'847 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'035 CHF | 505'035 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'426 CHF | 505'426 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'551 CHF | 503'551 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 499'941 | 499'370 CHF | 503'310 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'558 CHF | 503'558 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'470 CHF | 503'470 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'244 CHF | 503'244 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'970 CHF | 502'970 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'011 CHF | 503'011 CHF | 100.00% | 100.00% |