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% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'171 CHF | 507'171 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'018 CHF | 510'018 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'865 CHF | 505'865 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'662 CHF | 502'662 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'963 CHF | 506'963 CHF | 99.28% | 99.28% |
08.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'662 CHF | 505'662 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'667 CHF | 504'667 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'620 CHF | 507'620 CHF | 99.45% | 99.45% |
03.07.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'379 CHF | 507'379 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'427 CHF | 503'427 CHF | 100.00% | 100.00% |