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 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'601 CHF | 497'601 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'229 CHF | 500'229 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'795 CHF | 500'795 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'931 CHF | 503'931 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'405 CHF | 503'405 CHF | 99.58% | 99.58% |
08.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'183 CHF | 503'183 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'856 CHF | 503'856 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'045 CHF | 512'045 CHF | 99.45% | 99.45% |
03.07.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'404 CHF | 512'404 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'543 CHF | 507'543 CHF | 100.00% | 100.00% |