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% | 103.00 % | 103.80 % | 500'000 | 500'000 | 478'459 | 478'459 | 492'666 CHF | 496'599 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'167 CHF | 518'167 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'379 CHF | 518'379 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'640 CHF | 517'640 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.70 % | 103.50 % | 500'000 | 500'000 | 481'175 | 481'175 | 494'208 CHF | 498'149 CHF | 99.59% | 99.59% |
08.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'500 CHF | 517'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'495 CHF | 517'495 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'800 CHF | 516'800 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'674 CHF | 517'674 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 496'359 | 496'359 | 509'644 CHF | 513'632 CHF | 100.00% | 100.00% |