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% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'727 CHF | 502'727 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'849 CHF | 504'849 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'495 CHF | 507'495 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'574 CHF | 506'574 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'158 CHF | 509'158 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'242 CHF | 509'242 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'264 CHF | 510'264 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'660 CHF | 501'660 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'923 CHF | 499'923 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 499'998 | 490'264 CHF | 494'262 CHF | 100.00% | 100.00% |