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% | 100.50 % | 101.30 % | 50'000 | 50'000 | 481'381 | 481'381 | 484'049 CHF | 487'900 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.40 % | 101.40 % | 50'000 | 50'000 | 481'447 | 481'447 | 483'378 CHF | 488'193 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.30 % | 101.30 % | 50'000 | 50'000 | 481'439 | 481'439 | 483'348 CHF | 488'163 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.40 % | 101.20 % | 50'000 | 50'000 | 481'427 | 481'427 | 482'922 CHF | 486'773 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.40 % | 101.20 % | 50'000 | 50'000 | 481'328 | 481'328 | 483'253 CHF | 487'104 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.30 % | 101.30 % | 50'000 | 50'000 | 481'326 | 481'326 | 482'770 CHF | 487'584 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.40 % | 101.40 % | 50'000 | 50'000 | 481'351 | 481'351 | 483'321 CHF | 488'134 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.40 % | 101.20 % | 50'000 | 50'000 | 481'317 | 481'317 | 482'946 CHF | 486'796 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.40 % | 101.20 % | 50'000 | 50'000 | 481'351 | 481'351 | 483'560 CHF | 487'411 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.30 % | 101.30 % | 50'000 | 50'000 | 481'428 | 481'428 | 482'874 CHF | 487'688 CHF | 100.00% | 100.00% |