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 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'243 CHF | 497'243 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'863 CHF | 494'863 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'522 CHF | 494'522 CHF | 100.00% | 100.00% |
10.07.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'206 CHF | 494'206 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'019 CHF | 496'019 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'366 CHF | 494'366 CHF | 96.64% | 96.64% |
05.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'250 CHF | 494'250 CHF | 100.00% | 100.00% |
04.07.2024 | 1.02% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'997 CHF | 494'997 CHF | 99.45% | 99.45% |
03.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'311 CHF | 493'311 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'328 CHF | 493'328 CHF | 100.00% | 100.00% |