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 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'372 CHF | 504'372 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'945 CHF | 503'945 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'089 CHF | 504'089 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'032 CHF | 505'032 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 100.80 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'381 CHF | 505'381 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'992 CHF | 504'992 CHF | 96.64% | 96.64% |
05.07.2024 | 0.40% | 100.70 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'384 CHF | 505'384 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 100.80 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'869 CHF | 505'869 CHF | 99.46% | 99.46% |
03.07.2024 | 0.40% | 100.80 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'981 CHF | 505'981 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 100.70 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'894 CHF | 505'894 CHF | 100.00% | 100.00% |