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% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'025 CHF | 501'025 CHF | 99.70% | 99.70% |
12.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'915 CHF | 501'915 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'837 CHF | 501'837 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'310 CHF | 500'310 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'098 CHF | 500'098 CHF | 99.58% | 99.58% |
08.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'926 CHF | 501'926 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'179 CHF | 502'179 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'438 CHF | 501'438 CHF | 99.38% | 99.38% |
03.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'643 CHF | 501'643 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'298 CHF | 500'298 CHF | 100.00% | 100.00% |