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 | 0.20% | 100.70 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'486 CHF | 504'486 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'825 CHF | 503'825 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'887 CHF | 503'887 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'539 CHF | 503'539 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'915 CHF | 503'915 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'739 CHF | 503'739 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'791 CHF | 503'791 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'992 CHF | 503'992 CHF | 99.46% | 99.46% |
03.07.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 499'967 | 502'900 CHF | 503'867 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'608 CHF | 503'608 CHF | 100.00% | 100.00% |