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 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'962 CHF | 513'962 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'602 CHF | 513'602 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'631 CHF | 511'631 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'548 CHF | 509'548 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'866 CHF | 509'866 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'728 CHF | 510'728 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'223 CHF | 510'223 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'272 CHF | 510'272 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'769 CHF | 508'769 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'694 CHF | 503'694 CHF | 100.00% | 100.00% |