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 | 500'624 CHF | 505'624 CHF | 99.70% | 99.70% |
12.07.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'682 CHF | 505'682 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'422 CHF | 506'422 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'234 CHF | 505'234 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'725 CHF | 504'725 CHF | 99.59% | 99.59% |
08.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'937 CHF | 502'937 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 499'658 | 498'690 CHF | 502'346 CHF | 99.46% | 99.46% |
04.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'500 CHF | 502'500 CHF | 99.38% | 99.38% |
03.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'744 CHF | 502'744 CHF | 98.11% | 98.11% |
02.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'730 CHF | 500'730 CHF | 100.00% | 100.00% |