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 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'000 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'000 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 498'937 | 498'937 | 499'684 CHF | 500'683 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'021 CHF | 502'021 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'135 CHF | 502'135 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'644 CHF | 501'644 CHF | 99.46% | 99.46% |
03.07.2024 | 0.20% | 100.20 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'000 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 100.10 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 502'500 CHF | 100.00% | 100.00% |