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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.97% | 103.10 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'733 CHF | 519'733 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'840 CHF | 517'840 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'509 CHF | 519'509 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'706 CHF | 516'706 CHF | 99.59% | 99.59% |
08.07.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'442 CHF | 514'442 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'574 CHF | 511'574 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'285 CHF | 508'285 CHF | 99.38% | 99.38% |
03.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'640 CHF | 510'640 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'081 CHF | 507'081 CHF | 100.00% | 100.00% |
01.07.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'734 CHF | 509'734 CHF | 96.44% | 96.44% |