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 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'319 CHF | 521'319 CHF | 99.99% | 99.99% |
12.07.2024 | 0.97% | 102.90 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'675 CHF | 518'675 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'408 CHF | 519'408 CHF | 99.97% | 100.00% |
10.07.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'547 CHF | 518'547 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'084 CHF | 518'084 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'976 CHF | 517'976 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'405 CHF | 518'405 CHF | 97.13% | 97.13% |
04.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'521 CHF | 517'521 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'522 CHF | 515'522 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'524 CHF | 513'524 CHF | 100.00% | 100.00% |