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 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'290 CHF | 505'790 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'848 CHF | 505'348 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'079 CHF | 505'579 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'164 CHF | 505'664 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'414 CHF | 505'914 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'446 CHF | 505'946 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'082 CHF | 503'582 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'392 CHF | 504'892 CHF | 99.46% | 99.46% |
03.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'775 CHF | 504'275 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'851 CHF | 504'351 CHF | 100.00% | 100.00% |