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% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'198 CHF | 501'698 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'500 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'076 CHF | 501'576 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'057 CHF | 501'557 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'767 CHF | 501'267 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'937 CHF | 501'437 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'788 CHF | 498'288 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'678 CHF | 497'178 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'929 CHF | 496'429 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'648 CHF | 494'148 CHF | 100.00% | 100.00% |