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% | 100.00 % | 100.80 % | 50'000 | 50'000 | 481'350 | 481'350 | 481'809 CHF | 485'660 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.30 % | 101.30 % | 50'000 | 50'000 | 481'437 | 481'437 | 482'454 CHF | 487'268 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.10 % | 101.10 % | 50'000 | 50'000 | 481'439 | 481'439 | 481'603 CHF | 486'418 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 481'427 | 481'427 | 480'909 CHF | 484'761 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.70 % | 100.50 % | 50'000 | 50'000 | 481'328 | 481'328 | 480'763 CHF | 484'614 CHF | 99.59% | 99.59% |
08.07.2024 | 1.00% | 99.60 % | 100.60 % | 50'000 | 50'000 | 481'318 | 481'318 | 480'498 CHF | 485'311 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.80 % | 100.80 % | 50'000 | 50'000 | 481'288 | 481'288 | 480'785 CHF | 485'598 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 481'236 | 481'236 | 481'221 CHF | 485'071 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 101.80 % | 102.60 % | 50'000 | 50'000 | 481'341 | 481'341 | 490'180 CHF | 494'031 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.50 % | 102.50 % | 50'000 | 50'000 | 481'423 | 481'423 | 488'476 CHF | 493'290 CHF | 100.00% | 100.00% |