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 | 0.62% | 127.70 % | 128.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 642'011 CHF | 646'011 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 127.80 % | 128.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 636'470 CHF | 641'470 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 126.60 % | 127.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 632'458 CHF | 637'458 CHF | 99.99% | 99.99% |
10.07.2024 | 0.64% | 125.70 % | 126.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 623'894 CHF | 627'894 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 124.70 % | 125.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 626'354 CHF | 630'354 CHF | 99.58% | 99.58% |
08.07.2024 | 0.80% | 124.30 % | 125.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 621'895 CHF | 626'895 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 123.60 % | 124.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 621'938 CHF | 626'938 CHF | 100.00% | 100.00% |
04.07.2024 | 0.64% | 124.30 % | 125.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 619'429 CHF | 623'429 CHF | 99.45% | 99.45% |
03.07.2024 | 0.64% | 124.00 % | 124.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 619'476 CHF | 623'476 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 123.30 % | 124.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 612'394 CHF | 617'394 CHF | 100.00% | 100.00% |