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 | 502'491 CHF | 506'491 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'084 CHF | 503'084 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'080 CHF | 502'080 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'525 CHF | 497'525 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'462 CHF | 499'462 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'172 CHF | 497'172 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'209 CHF | 501'209 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'690 CHF | 498'690 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'576 CHF | 499'576 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'691 CHF | 494'691 CHF | 100.00% | 100.00% |