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% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'117 CHF | 509'117 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'869 CHF | 505'869 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'279 CHF | 502'279 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'516 CHF | 496'516 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'466 CHF | 495'466 CHF | 99.27% | 99.27% |
08.07.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'302 CHF | 499'302 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'576 CHF | 508'576 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'141 CHF | 505'141 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'052 CHF | 503'052 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'620 CHF | 501'620 CHF | 100.00% | 100.00% |