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% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'051 CHF | 504'051 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'745 CHF | 502'745 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'822 CHF | 502'822 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'848 CHF | 504'848 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'233 CHF | 506'233 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'765 CHF | 505'765 CHF | 96.64% | 96.64% |
05.07.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'758 CHF | 506'758 CHF | 97.13% | 97.13% |
04.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'299 CHF | 507'299 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'429 CHF | 507'429 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'984 CHF | 506'984 CHF | 100.00% | 100.00% |