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 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'871 CHF | 519'871 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'300 CHF | 517'300 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'354 CHF | 510'354 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'502 CHF | 509'502 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'318 CHF | 510'318 CHF | 99.28% | 99.28% |
08.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'259 CHF | 509'259 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'517 CHF | 508'517 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'264 CHF | 506'264 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'817 CHF | 504'817 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'196 CHF | 499'196 CHF | 100.00% | 100.00% |