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 | 0.70% | 100.18 % | 100.88 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'568 CHF | 302'668 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 100.21 % | 100.91 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'562 CHF | 302'662 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 100.07 % | 100.77 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'246 CHF | 302'346 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.95 % | 100.65 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'606 CHF | 301'706 CHF | 94.73% | 94.73% |
09.07.2024 | 0.70% | 99.76 % | 100.46 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'204 CHF | 301'304 CHF | 97.75% | 97.75% |
08.07.2024 | 0.70% | 99.57 % | 100.27 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'504 CHF | 301'604 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 99.69 % | 100.39 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'134 CHF | 301'234 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.72 % | 100.42 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'236 CHF | 301'336 CHF | 98.25% | 98.25% |
03.07.2024 | 0.70% | 99.71 % | 100.41 % | 300'000 | 300'000 | 300'000 | 300'000 | 298'776 CHF | 300'876 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.42 % | 100.12 % | 300'000 | 300'000 | 300'000 | 300'000 | 297'738 CHF | 299'838 CHF | 100.00% | 100.00% |