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 | 0.48% | 104.23 % | 104.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'320 CHF | 522'820 CHF | 85.50% | 85.50% |
12.07.2024 | - | 104.08 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 73.40% |
11.07.2024 | 0.48% | 102.59 % | 103.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'816 CHF | 520'316 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'356 CHF | 518'856 CHF | 94.73% | 94.73% |
09.07.2024 | - | 102.27 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.77% |
08.07.2024 | - | 101.23 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.51% |
05.07.2024 | - | 98.84 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
04.07.2024 | - | 96.55 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.25% |
03.07.2024 | - | 96.06 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
02.07.2024 | - | 94.74 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |