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 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'460 CHF | 485'460 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'668 CHF | 483'668 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'691 CHF | 488'691 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'501 CHF | 507'501 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'354 CHF | 507'354 CHF | 99.27% | 99.27% |
08.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'036 CHF | 504'036 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'318 CHF | 503'318 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'706 CHF | 502'706 CHF | 99.45% | 99.45% |
03.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'067 CHF | 502'067 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'290 CHF | 501'290 CHF | 100.00% | 100.00% |