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% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'337 CHF | 519'337 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 103.10 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'269 CHF | 520'269 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'640 CHF | 519'640 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'311 CHF | 518'311 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'003 CHF | 517'003 CHF | 99.67% | 99.67% |
08.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'586 CHF | 517'586 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'047 CHF | 517'047 CHF | 97.13% | 97.13% |
04.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'895 CHF | 517'895 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'050 CHF | 517'050 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 102.20 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'104 CHF | 515'104 CHF | 99.99% | 99.99% |