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 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'033 CHF | 517'033 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'224 CHF | 517'224 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'987 CHF | 516'987 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'214 CHF | 515'214 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'747 CHF | 515'747 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'891 CHF | 516'891 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'319 CHF | 516'319 CHF | 97.13% | 97.13% |
04.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'060 CHF | 515'060 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'346 CHF | 515'346 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'494 CHF | 513'494 CHF | 100.00% | 100.00% |