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% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'526 CHF | 501'526 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'776 CHF | 501'776 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 499'883 | 499'883 | 498'047 CHF | 502'046 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'708 CHF | 250'708 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 450'807 | 450'807 | 448'779 CHF | 452'386 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 286'420 | 286'420 | 285'095 CHF | 287'386 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'044 | 250'044 | 247'716 CHF | 249'717 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'877 CHF | 250'877 CHF | 99.46% | 99.46% |
03.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'650 CHF | 250'650 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'806 CHF | 249'806 CHF | 100.00% | 100.00% |