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% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'085 CHF | 516'085 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'815 CHF | 515'815 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'336 CHF | 517'336 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'388 CHF | 518'388 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'469 CHF | 517'469 CHF | 99.59% | 99.59% |
08.07.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'820 CHF | 516'820 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'584 CHF | 512'584 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'755 CHF | 514'755 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'431 CHF | 511'431 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'138 CHF | 505'138 CHF | 99.99% | 99.99% |