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 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'690 CHF | 507'690 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'042 CHF | 511'042 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'836 CHF | 507'836 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'132 CHF | 504'132 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'860 CHF | 504'860 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'364 CHF | 506'364 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'603 CHF | 507'603 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'104 CHF | 507'104 CHF | 99.45% | 99.45% |
03.07.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'433 CHF | 508'433 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'918 CHF | 504'918 CHF | 100.00% | 100.00% |