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 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'300 CHF | 503'800 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'503 CHF | 504'003 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'466 CHF | 503'966 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'879 CHF | 503'379 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'578 CHF | 503'078 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'841 CHF | 503'341 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'278 CHF | 502'778 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'388 CHF | 503'888 CHF | 99.46% | 99.46% |
03.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'039 CHF | 503'539 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'620 CHF | 503'120 CHF | 100.00% | 100.00% |