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 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'048 CHF | 499'048 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'851 CHF | 502'851 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'802 CHF | 501'802 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'664 CHF | 498'664 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'261 CHF | 498'261 CHF | 99.59% | 99.59% |
08.07.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'233 CHF | 499'233 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'316 CHF | 498'316 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'088 CHF | 495'088 CHF | 99.46% | 99.46% |
03.07.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'490 CHF | 491'490 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'730 CHF | 490'730 CHF | 100.00% | 100.00% |