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 | 0.75% | 105.10 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'348 CHF | 533'348 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 105.20 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'499 CHF | 529'499 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 104.40 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'199 CHF | 527'199 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'507 CHF | 516'507 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'849 CHF | 515'849 CHF | 99.59% | 99.59% |
08.07.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'911 CHF | 513'911 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'060 CHF | 517'060 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'073 CHF | 513'073 CHF | 99.46% | 99.46% |
03.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'042 CHF | 516'042 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'006 CHF | 515'006 CHF | 100.00% | 100.00% |