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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'974 CHF | 516'974 CHF | 99.70% | 99.70% |
24.07.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'465 CHF | 519'465 CHF | 100.00% | 100.00% |
23.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'465 CHF | 517'465 CHF | 100.00% | 100.00% |
22.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'003 CHF | 516'003 CHF | 100.00% | 100.00% |
19.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'141 CHF | 514'141 CHF | 100.00% | 100.00% |
18.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'680 CHF | 515'680 CHF | 99.72% | 99.72% |
17.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'673 CHF | 515'673 CHF | 99.81% | 99.81% |
16.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'532 CHF | 512'532 CHF | 100.00% | 100.00% |
15.07.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'845 CHF | 510'845 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'433 CHF | 508'433 CHF | 100.00% | 100.00% |