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% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'467 CHF | 502'467 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'475 CHF | 501'475 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'822 CHF | 501'822 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'868 CHF | 499'868 CHF | 99.52% | 99.52% |
09.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'115 CHF | 500'115 CHF | 100.00% | 100.00% |
08.07.2024 | 1.01% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'678 CHF | 499'678 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'320 CHF | 498'320 CHF | 97.13% | 97.13% |
04.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'416 CHF | 499'416 CHF | 99.46% | 99.46% |
03.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'393 CHF | 499'393 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'438 CHF | 498'438 CHF | 100.00% | 100.00% |