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 | 0.86% | 101.00 % | 101.80 % | 500'000 | 500'000 | 445'403 | 445'403 | 451'201 CHF | 455'032 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'863 CHF | 509'863 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 498'396 | 498'396 | 504'389 CHF | 508'384 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'922 CHF | 508'922 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 100.80 % | 101.60 % | 500'000 | 500'000 | 481'176 | 481'176 | 485'282 CHF | 489'224 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'736 CHF | 506'736 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'964 CHF | 503'964 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'364 CHF | 503'364 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 506'500 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 496'359 | 496'359 | 500'804 CHF | 504'793 CHF | 100.00% | 100.00% |