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% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'172 CHF | 500'172 CHF | 99.70% | 99.70% |
12.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'809 CHF | 500'809 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'657 CHF | 500'657 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'310 CHF | 499'310 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'136 CHF | 499'136 CHF | 99.59% | 99.59% |
08.07.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'429 CHF | 500'429 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'187 CHF | 499'187 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'329 CHF | 497'329 CHF | 99.38% | 99.38% |
03.07.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'173 CHF | 497'173 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'486 CHF | 496'486 CHF | 99.99% | 99.99% |