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% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'915 CHF | 502'915 CHF | 98.59% | 98.59% |
12.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'000 CHF | 503'000 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'442 CHF | 502'442 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'008 CHF | 502'008 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'021 CHF | 502'021 CHF | 99.28% | 99.28% |
08.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'588 CHF | 502'588 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'187 CHF | 502'187 CHF | 96.58% | 96.58% |
04.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'880 CHF | 501'880 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'000 CHF | 502'000 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'045 CHF | 502'045 CHF | 100.00% | 100.00% |