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% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'272 CHF | 504'272 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'645 CHF | 504'645 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'359 CHF | 503'359 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'175 CHF | 507'175 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'281 CHF | 507'281 CHF | 99.27% | 99.27% |
08.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'949 CHF | 508'949 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'941 CHF | 507'941 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'327 CHF | 507'327 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'501 CHF | 506'501 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'383 CHF | 504'383 CHF | 100.00% | 100.00% |