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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'548 CHF | 514'548 CHF | 99.70% | 99.70% |
24.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'430 CHF | 515'430 CHF | 100.00% | 100.00% |
23.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'844 CHF | 513'844 CHF | 100.00% | 100.00% |
22.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'370 CHF | 514'370 CHF | 100.00% | 100.00% |
19.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'951 CHF | 512'951 CHF | 100.00% | 100.00% |
18.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'136 CHF | 513'136 CHF | 100.00% | 100.00% |
17.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'019 CHF | 513'019 CHF | 99.81% | 99.81% |
16.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'372 CHF | 513'372 CHF | 100.00% | 100.00% |
15.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'543 CHF | 513'543 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'294 CHF | 514'294 CHF | 100.00% | 100.00% |