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 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 498'711 | 498'711 | 497'491 CHF | 502'483 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 100.10 % | 100.90 % | 500'000 | 500'000 | 496'207 | 496'207 | 494'335 CHF | 498'320 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 99.70 % | 100.50 % | 500'000 | 500'000 | 491'747 | 491'747 | 490'935 CHF | 494'902 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 99.90 % | 100.90 % | 500'000 | 500'000 | 499'865 | 499'865 | 500'079 CHF | 505'079 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'472 CHF | 505'472 CHF | 99.58% | 99.58% |
08.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'152 CHF | 505'152 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 498'152 | 498'152 | 498'843 CHF | 502'835 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'532 CHF | 504'532 CHF | 99.45% | 99.45% |
03.07.2024 | 1.00% | 100.30 % | 101.30 % | 500'000 | 500'000 | 498'255 | 498'255 | 498'102 CHF | 503'092 CHF | 99.99% | 99.99% |
02.07.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'478 CHF | 498'478 CHF | 100.00% | 100.00% |