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 | 0.95% | 104.40 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'448 CHF | 526'448 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 104.70 % | 105.70 % | 500'000 | 500'000 | 498'896 | 498'896 | 521'474 CHF | 526'467 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 104.90 % | 105.70 % | 500'000 | 500'000 | 494'814 | 494'814 | 518'366 CHF | 522'347 CHF | 99.51% | 99.51% |
10.07.2024 | 0.76% | 104.60 % | 105.40 % | 500'000 | 500'000 | 499'899 | 499'899 | 521'359 CHF | 525'359 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 103.60 % | 104.60 % | 500'000 | 500'000 | 499'161 | 499'161 | 517'548 CHF | 522'543 CHF | 99.58% | 99.58% |
08.07.2024 | 0.96% | 103.50 % | 104.50 % | 500'000 | 500'000 | 498'729 | 498'729 | 516'236 CHF | 521'229 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 104.10 % | 104.90 % | 500'000 | 500'000 | 498'825 | 498'825 | 517'382 CHF | 521'377 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 498'617 | 498'617 | 514'284 CHF | 518'279 CHF | 99.45% | 99.45% |
03.07.2024 | 0.99% | 102.70 % | 103.70 % | 500'000 | 500'000 | 489'065 | 489'065 | 499'135 CHF | 504'071 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 100.50 % | 101.50 % | 500'000 | 500'000 | 497'913 | 497'913 | 499'429 CHF | 504'416 CHF | 100.00% | 100.00% |