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% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'930 CHF | 509'930 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 510'000 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 510'000 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'550 CHF | 508'550 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'529 CHF | 508'529 CHF | 99.28% | 99.28% |
08.07.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'847 CHF | 508'847 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'992 CHF | 507'992 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 507'500 CHF | 99.46% | 99.46% |
03.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'496 CHF | 507'496 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'632 CHF | 507'632 CHF | 100.00% | 100.00% |