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 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'304 CHF | 504'304 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'687 CHF | 506'687 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'682 CHF | 508'682 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'975 CHF | 504'975 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'027 CHF | 502'027 CHF | 99.28% | 99.28% |
08.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'093 CHF | 502'093 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'264 CHF | 505'264 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'001 CHF | 506'001 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'530 CHF | 507'530 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'631 CHF | 505'631 CHF | 100.00% | 100.00% |