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% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'262 CHF | 505'262 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'861 CHF | 504'861 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'038 CHF | 504'038 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'583 CHF | 500'583 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'570 CHF | 501'570 CHF | 99.58% | 99.58% |
08.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'920 CHF | 500'920 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'942 CHF | 500'942 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'215 CHF | 501'215 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'658 CHF | 500'658 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'680 CHF | 496'680 CHF | 99.99% | 99.99% |