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 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'561 CHF | 506'561 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'321 CHF | 504'321 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'470 CHF | 503'470 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'581 CHF | 501'581 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'991 CHF | 502'991 CHF | 99.59% | 99.59% |
08.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'032 CHF | 502'032 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'412 CHF | 502'412 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'300 CHF | 501'300 CHF | 99.45% | 99.45% |
03.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'278 CHF | 500'278 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'925 CHF | 497'925 CHF | 100.00% | 100.00% |