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 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'187 CHF | 518'187 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 102.70 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'843 CHF | 517'843 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'506 CHF | 517'506 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'503 CHF | 516'503 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'985 CHF | 515'985 CHF | 99.28% | 99.28% |
08.07.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'734 CHF | 516'734 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'566 CHF | 516'566 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'956 CHF | 516'956 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'829 CHF | 516'829 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'311 CHF | 516'311 CHF | 100.00% | 100.00% |