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 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'946 CHF | 507'446 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'460 CHF | 506'960 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'697 CHF | 506'197 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'755 CHF | 504'255 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'808 CHF | 503'308 CHF | 99.67% | 99.67% |
08.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'972 CHF | 503'472 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'752 CHF | 502'252 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'539 CHF | 502'039 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'821 CHF | 499'321 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 98.70 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'901 CHF | 493'401 CHF | 100.00% | 100.00% |