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 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'760 CHF | 508'760 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'056 CHF | 508'056 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'405 CHF | 508'405 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'899 CHF | 507'899 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'283 CHF | 507'283 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'899 CHF | 507'899 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'354 CHF | 507'354 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'958 CHF | 506'958 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'780 CHF | 505'780 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'452 CHF | 505'452 CHF | 100.00% | 100.00% |