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 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'909 CHF | 511'909 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'257 CHF | 512'257 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'005 CHF | 513'005 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'210 CHF | 510'210 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'490 CHF | 510'490 CHF | 99.27% | 99.27% |
08.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'597 CHF | 511'597 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'644 CHF | 510'644 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'803 CHF | 511'803 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'904 CHF | 511'904 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'994 CHF | 511'994 CHF | 100.00% | 100.00% |