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% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'620 CHF | 501'620 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'130 CHF | 500'130 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'124 CHF | 496'124 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'651 CHF | 496'651 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'957 CHF | 502'957 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'460 CHF | 500'460 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'441 CHF | 502'441 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'676 CHF | 505'676 CHF | 99.46% | 99.46% |
03.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'482 CHF | 506'482 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'416 CHF | 506'416 CHF | 99.99% | 99.99% |