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 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'437 CHF | 504'937 CHF | 99.99% | 99.99% |
12.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'461 CHF | 504'961 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'648 CHF | 505'148 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'500 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 99.46% | 99.46% |
03.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'371 CHF | 504'871 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'140 CHF | 504'640 CHF | 100.00% | 100.00% |