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 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'532 CHF | 505'532 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'184 CHF | 506'184 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'762 CHF | 505'762 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'201 CHF | 503'201 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'478 CHF | 504'478 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'687 CHF | 503'687 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'941 CHF | 502'941 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'417 CHF | 503'417 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'371 CHF | 503'371 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'154 CHF | 501'154 CHF | 100.00% | 100.00% |