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% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'092 CHF | 505'092 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'085 CHF | 508'085 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'746 CHF | 506'746 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'005 CHF | 513'005 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'730 CHF | 513'730 CHF | 99.27% | 99.27% |
08.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'933 CHF | 513'933 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'266 CHF | 514'266 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'910 CHF | 514'910 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'083 CHF | 515'083 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'521 CHF | 513'521 CHF | 100.00% | 100.00% |