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 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'967 CHF | 510'967 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'422 CHF | 511'422 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'203 CHF | 511'203 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'339 CHF | 510'339 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'668 CHF | 510'668 CHF | 99.59% | 99.59% |
08.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'442 CHF | 511'442 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'290 CHF | 511'290 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'906 CHF | 510'906 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'924 CHF | 510'924 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'781 CHF | 510'781 CHF | 100.00% | 100.00% |