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 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'134 CHF | 501'134 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'230 CHF | 498'230 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'704 CHF | 496'704 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'647 CHF | 493'647 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'225 CHF | 496'225 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'488 CHF | 496'488 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'818 CHF | 497'818 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'902 CHF | 495'902 CHF | 99.46% | 99.46% |
03.07.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'451 CHF | 492'451 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'605 CHF | 492'605 CHF | 100.00% | 100.00% |