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% | 99.90 % | 100.70 % | 500'000 | 500'000 | 498'044 | 498'044 | 496'474 CHF | 500'466 CHF | 98.59% | 98.59% |
12.07.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 497'654 | 497'654 | 496'868 CHF | 501'855 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 100.60 % | 101.60 % | 500'000 | 500'000 | 496'032 | 496'032 | 498'497 CHF | 503'473 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 497'254 | 497'254 | 499'638 CHF | 503'629 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 497'198 | 497'198 | 501'604 CHF | 505'593 CHF | 99.27% | 99.27% |
08.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'304 CHF | 508'304 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 499'754 | 499'754 | 499'823 CHF | 504'822 CHF | 96.58% | 96.58% |
04.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 497'772 | 497'772 | 495'443 CHF | 499'434 CHF | 99.46% | 99.46% |
03.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'235 CHF | 503'235 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 100.20 % | 101.20 % | 500'000 | 500'000 | 494'418 | 494'418 | 496'073 CHF | 501'040 CHF | 100.00% | 100.00% |